+25.8%
BMY vs MPC
+645.9%
-620.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.4% | +5.4% | -5.1% | -0.1% |
| 30D | +5.0% | +31.0% | -26.0% | +2.7% |
| 3M | +19.4% | +46.0% | -26.6% | +15.7% |
| 6M | +9.5% | +77.3% | -67.8% | +4.0% |
| YTD | +28.1% | +141.9% | -113.8% | +17.9% |
| 1Y | +50.0% | +120.9% | -70.9% | +39.0% |
| 3Y | +24.1% | +182.7% | -158.6% | +10.8% |
| All | +25.8% | +645.9% | -620.1% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling