+1,690.2%
BMY vs MTB
+8,245.1%
-6,554.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -3.3% | +2.8% | -6.1% | -3.9% |
| 30D | 0.0% | -4.2% | +4.1% | +0.9% |
| 3M | +17.7% | +7.8% | +9.9% | +15.6% |
| 6M | +9.6% | +14.8% | -5.2% | +6.1% |
| YTD | +24.0% | +20.8% | +3.2% | +18.4% |
| 1Y | +45.1% | +23.1% | +22.0% | +37.8% |
| 3Y | +22.5% | +114.8% | -92.3% | +0.8% |
| 5Y | +22.3% | +103.3% | -81.0% | -1.0% |
| 10Y | +62.0% | +173.0% | -111.0% | +14.3% |
| All | +1,690.2% | +8,245.1% | -6,554.9% | +405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling