+39.1%
BMY vs MP
+257.7%
-218.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -1.6% |
| 7D | -0.5% | -10.5% | +10.0% | -0.4% |
| 30D | +4.1% | -23.5% | +27.6% | +4.5% |
| 3M | -2.1% | -25.4% | +23.3% | -1.8% |
| 6M | +12.2% | -51.3% | +63.5% | +13.2% |
| YTD | +20.3% | -29.9% | +50.2% | +20.4% |
| 1Y | +39.2% | -31.8% | +71.0% | +39.2% |
| 3Y | +35.6% | +127.0% | -91.4% | +29.8% |
| 5Y | +28.6% | -3.3% | +31.8% | +23.9% |
| All | +39.1% | +257.7% | -218.6% | +25.4% |
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