+40.8%
BMY vs MP
+271.0%
-230.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.2% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | +9.3% | -15.3% | +24.5% | +9.5% |
| 3M | -0.1% | -33.5% | +33.4% | +0.5% |
| 6M | +15.5% | -45.5% | +61.0% | +16.3% |
| YTD | +21.8% | -27.3% | +49.1% | +21.9% |
| 1Y | +34.9% | -40.7% | +75.6% | +35.3% |
| 3Y | +43.2% | +145.9% | -102.7% | +36.9% |
| 5Y | +30.7% | -13.9% | +44.6% | +26.2% |
| All | +40.8% | +271.0% | -230.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling