-16.8%
MCD vs BMY
+44.4%
-61.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -4.8% | +1.9% | -1.9% |
| 30D | -6.7% | -0.7% | -6.1% | -6.7% |
| 3M | -9.6% | +15.3% | -24.9% | -12.9% |
| 6M | -22.3% | +8.5% | -30.8% | -24.3% |
| YTD | -15.4% | +23.4% | -38.9% | -19.2% |
| 1Y | -16.8% | +42.9% | -59.7% | -22.0% |
| All | -16.8% | +44.4% | -61.2% | -22.0% |
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