+180.0%
MCD vs BMY
+62.5%
+117.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | -2.0% | -3.3% | +1.3% | -1.3% |
| 30D | -6.1% | 0.0% | -6.1% | -6.2% |
| 3M | -7.3% | +17.7% | -25.0% | -11.1% |
| 6M | -20.9% | +9.6% | -30.6% | -22.9% |
| YTD | -14.7% | +24.0% | -38.6% | -19.3% |
| 1Y | -16.1% | +45.1% | -61.2% | -23.8% |
| 3Y | -1.5% | +22.5% | -24.0% | -8.1% |
| 5Y | +20.4% | +22.3% | -1.8% | +11.9% |
| 10Y | +180.0% | +62.0% | +118.0% | +141.7% |
| All | +180.0% | +62.5% | +117.5% | +141.7% |
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