-3.5%
MCD vs BMY
+39.1%
-42.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.9% | -1.4% | +7.3% | +6.4% |
| 30D | +19.6% | +5.1% | +14.5% | +18.1% |
| 3M | +3.3% | -3.0% | +6.3% | +3.9% |
| 6M | +3.5% | +13.1% | -9.6% | -0.9% |
| YTD | -6.1% | +20.3% | -26.4% | -11.4% |
| All | -3.5% | +39.1% | -42.6% | -12.2% |
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