+57.5%
BMY vs MPC
+1,165.8%
-1,108.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.6% |
| 7D | -1.4% | -9.4% | +8.0% | -0.2% |
| 30D | +5.1% | -14.3% | +19.4% | +7.0% |
| 3M | -3.0% | +31.1% | -34.1% | -6.9% |
| 6M | +13.1% | +60.3% | -47.2% | +5.3% |
| YTD | +20.3% | +142.5% | -122.2% | +5.2% |
| 1Y | +39.0% | +104.6% | -65.6% | +24.5% |
| 3Y | +42.0% | +191.7% | -149.7% | +18.9% |
| 5Y | +28.5% | +549.2% | -520.7% | -6.6% |
| 10Y | +57.5% | +1,106.2% | -1,048.7% | +4.5% |
| All | +57.5% | +1,165.8% | -1,108.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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