+24.3%
BMY vs MTB
+103.4%
-79.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | +1.1% | -5.9% | -5.0% |
| 30D | -0.7% | -4.6% | +4.0% | +0.2% |
| 3M | +15.3% | +6.3% | +9.1% | +14.0% |
| 6M | +8.5% | +15.6% | -7.1% | +5.7% |
| YTD | +23.4% | +20.6% | +2.9% | +19.3% |
| 1Y | +42.9% | +22.5% | +20.4% | +37.6% |
| 3Y | +22.0% | +114.4% | -92.5% | +7.2% |
| 5Y | +24.3% | +101.9% | -77.6% | +8.9% |
| All | +24.3% | +103.4% | -79.1% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling