+40.5%
BMY vs MP
+268.3%
-227.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | +1.8% | -3.6% | +5.4% | +1.8% |
| 30D | +6.2% | -21.0% | +27.2% | +6.6% |
| 3M | -2.1% | -33.3% | +31.2% | -1.6% |
| 6M | +14.3% | -45.9% | +60.2% | +15.1% |
| YTD | +21.6% | -27.8% | +49.4% | +21.7% |
| 1Y | +38.8% | -43.2% | +82.0% | +39.4% |
| 3Y | +42.9% | +144.0% | -101.1% | +36.7% |
| 5Y | +30.1% | -6.1% | +36.2% | +25.4% |
| All | +40.5% | +268.3% | -227.7% | +26.7% |
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