+8.6%
MCD vs BMY
+44.8%
-36.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | -1.6% | +2.1% | -3.7% | -2.0% |
| 30D | +14.1% | +7.0% | +7.1% | +12.8% |
| 3M | +0.6% | -0.9% | +1.5% | +0.6% |
| 6M | 0.0% | +14.9% | -14.9% | -2.6% |
| YTD | -9.3% | +22.8% | -32.1% | -12.4% |
| 1Y | -9.3% | +36.2% | -45.5% | -13.7% |
| 3Y | +8.6% | +45.7% | -37.1% | +2.4% |
| All | +8.6% | +44.8% | -36.2% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling