+39.8%
BMY vs MP
+240.8%
-201.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.4% | -1.6% |
| 7D | +2.8% | -19.0% | +21.8% | +3.1% |
| 30D | +5.9% | -30.5% | +36.4% | +6.5% |
| 3M | -0.8% | -29.6% | +28.8% | -0.3% |
| 6M | +12.1% | -50.4% | +62.5% | +13.1% |
| YTD | +21.0% | -33.2% | +54.2% | +21.2% |
| 1Y | +40.4% | -38.6% | +79.0% | +40.7% |
| 3Y | +36.3% | +105.5% | -69.2% | +30.7% |
| 5Y | +29.3% | -7.8% | +37.1% | +24.7% |
| All | +39.8% | +240.8% | -201.0% | +26.2% |
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