+48.0%
BMY vs MP
+450.8%
-402.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.9% |
| 7D | +0.4% | -2.9% | +3.2% | +0.4% |
| 30D | +5.0% | +13.8% | -8.8% | +4.8% |
| 3M | +19.4% | -16.7% | +36.1% | +19.6% |
| 6M | +9.5% | -11.5% | +21.0% | +9.5% |
| YTD | +28.1% | +7.9% | +20.1% | +27.4% |
| 1Y | +50.0% | -15.0% | +65.0% | +49.4% |
| 3Y | +24.1% | +153.5% | -129.4% | +18.7% |
| 5Y | +25.0% | +58.7% | -33.7% | +19.6% |
| All | +48.0% | +450.8% | -402.8% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling