+6,475.2%
MCD vs BMY
+1,668.5%
+4,806.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | +7.1% | -0.5% | +7.7% | +7.3% |
| 30D | +19.8% | +4.1% | +15.7% | +18.5% |
| 3M | +0.8% | -2.1% | +2.9% | +1.2% |
| 6M | -1.3% | +12.2% | -13.5% | -4.5% |
| YTD | -7.8% | +20.3% | -28.1% | -12.5% |
| 1Y | -5.0% | +39.2% | -44.1% | -13.2% |
| 3Y | +10.5% | +35.6% | -25.0% | -0.4% |
| 5Y | +22.0% | +28.6% | -6.6% | +10.7% |
| 10Y | +216.7% | +73.9% | +142.8% | +159.2% |
| All | +6,475.2% | +1,668.5% | +4,806.8% | +1,717.5% |
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