+17.2%
BMY vs MULL
+2,366.2%
-2,348.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.3% | +8.3% | -1.1% |
| 7D | -6.4% | +3.6% | -10.0% | -6.3% |
| 30D | +0.2% | +22.0% | -21.8% | +0.3% |
| 3M | +16.0% | -8.6% | +24.6% | +15.7% |
| 6M | +8.3% | +248.5% | -240.2% | +5.7% |
| YTD | +22.2% | +516.3% | -494.1% | +17.6% |
| 1Y | +41.7% | +2,036.6% | -1,994.9% | +31.6% |
| All | +17.2% | +2,366.2% | -2,348.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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