+263.8%
BMY vs MPC
+2,849.2%
-2,585.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -0.5% | -16.2% | +15.6% | +1.8% |
| 30D | +4.1% | -15.7% | +19.8% | +6.4% |
| 3M | -2.1% | +24.9% | -27.0% | -5.7% |
| 6M | +12.2% | +52.7% | -40.5% | +4.8% |
| YTD | +20.3% | +131.9% | -111.5% | +5.1% |
| 1Y | +39.2% | +96.6% | -57.4% | +24.5% |
| 3Y | +35.6% | +163.8% | -128.2% | +14.2% |
| 5Y | +28.6% | +533.1% | -504.6% | -7.4% |
| 10Y | +73.9% | +1,118.6% | -1,044.8% | +4.2% |
| All | +263.8% | +2,849.2% | -2,585.4% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling