+45.7%
BMY vs MTB
+106.3%
-60.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +2.1% | +1.5% | +0.5% | +1.7% |
| 30D | +7.0% | +2.3% | +4.7% | +6.4% |
| 3M | -0.9% | -12.1% | +11.3% | +2.2% |
| 6M | +14.9% | +9.8% | +5.1% | +12.2% |
| YTD | +22.8% | +12.0% | +10.8% | +19.2% |
| 1Y | +36.2% | +22.0% | +14.2% | +29.6% |
| 3Y | +45.7% | +107.6% | -61.9% | +19.1% |
| All | +45.7% | +106.3% | -60.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling