+195.2%
MCD vs BMY
+57.0%
+138.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +16.0% | +10.0% | +6.1% | +13.4% |
| 3M | 0.0% | -1.2% | +1.1% | +0.1% |
| 6M | +0.9% | +12.8% | -11.9% | -2.4% |
| YTD | -8.7% | +20.7% | -29.4% | -13.3% |
| 1Y | -8.6% | +32.6% | -41.2% | -15.2% |
| 3Y | +9.9% | +41.8% | -32.0% | -2.0% |
| 5Y | +22.6% | +29.0% | -6.3% | +11.7% |
| All | +195.2% | +57.0% | +138.2% | +153.3% |
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