+5,979.9%
MCD vs BMY
+1,782.2%
+4,197.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.0% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -6.0% | +5.0% | -11.0% | -7.2% |
| 3M | -5.6% | +19.4% | -25.0% | -10.0% |
| 6M | -21.9% | +9.5% | -31.4% | -23.9% |
| YTD | -14.7% | +28.1% | -42.8% | -20.3% |
| 1Y | -17.3% | +50.0% | -67.2% | -25.9% |
| 3Y | -2.2% | +24.1% | -26.2% | -9.7% |
| 5Y | +20.3% | +25.0% | -4.7% | +10.0% |
| 10Y | +180.7% | +68.7% | +112.0% | +131.2% |
| All | +5,979.9% | +1,782.2% | +4,197.7% | +1,555.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling