-3.9%
MCD vs BMY
+45.9%
-49.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +5.4% |
| 7D | +11.9% | +6.0% | +5.9% | +10.1% |
| 30D | +20.2% | +9.1% | +11.1% | +17.4% |
| 3M | +5.2% | -2.6% | +7.7% | +5.5% |
| 6M | 0.0% | +13.1% | -13.1% | -4.3% |
| YTD | -6.5% | +23.0% | -29.5% | -12.5% |
| 1Y | -3.9% | +45.6% | -49.5% | -14.8% |
| All | -3.9% | +45.9% | -49.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 1y: compounded portfolio wealth divided by compounded BMY 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…
1y analysis · Full analysis span regression · 6 months rolling