+30.9%
BMY vs MPC
+600.5%
-569.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.8% |
| 7D | +2.1% | +11.2% | -9.2% | +1.3% |
| 30D | +7.0% | -14.5% | +21.5% | +8.1% |
| 3M | -0.9% | +16.7% | -17.5% | -2.3% |
| 6M | +14.9% | +67.6% | -52.6% | +9.8% |
| YTD | +22.8% | +157.9% | -135.1% | +12.3% |
| 1Y | +36.2% | +116.7% | -80.4% | +26.6% |
| 3Y | +45.7% | +199.8% | -154.1% | +29.3% |
| All | +30.9% | +600.5% | -569.6% | +9.5% |
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 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