+37.3%
BMY vs MP
-38.7%
+76.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | +0.1% |
| 7D | -1.4% | -1.6% | +0.2% | -1.4% |
| 30D | +5.1% | -18.2% | +23.3% | +4.9% |
| 3M | -3.0% | -26.1% | +23.1% | -3.3% |
| 6M | +13.1% | -44.0% | +57.1% | +12.1% |
| YTD | +20.3% | -25.3% | +45.6% | +21.2% |
| All | +37.3% | -38.7% | +76.0% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling