+21.6%
MCD vs BMY
+25.3%
-3.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.2% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -6.0% | +5.0% | -11.0% | -6.9% |
| 3M | -5.6% | +19.4% | -25.0% | -8.8% |
| 6M | -21.9% | +9.5% | -31.4% | -23.4% |
| YTD | -14.7% | +28.1% | -42.8% | -18.7% |
| 1Y | -17.3% | +50.0% | -67.2% | -23.3% |
| 3Y | -2.2% | +24.1% | -26.2% | -6.4% |
| All | +21.6% | +25.3% | -3.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling