+211.3%
MCD vs BMY
+60.5%
+150.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.9% | -1.4% | +7.3% | +6.3% |
| 30D | +19.6% | +5.1% | +14.5% | +18.2% |
| 3M | +3.3% | -3.0% | +6.3% | +3.9% |
| 6M | +3.5% | +13.1% | -9.6% | 0.0% |
| YTD | -6.1% | +20.3% | -26.4% | -10.8% |
| 1Y | -3.7% | +39.0% | -42.7% | -11.7% |
| 3Y | +13.4% | +42.0% | -28.6% | +1.1% |
| 5Y | +25.2% | +28.5% | -3.4% | +14.1% |
| 10Y | +211.3% | +57.5% | +153.7% | +166.7% |
| All | +211.3% | +60.5% | +150.7% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling