+57.5%
BMY vs MLM
+167.5%
-109.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | -1.4% | -3.8% | +2.5% | -0.8% |
| 30D | +5.1% | +11.0% | -5.9% | +3.4% |
| 3M | -3.0% | -3.1% | +0.1% | -2.6% |
| 6M | +13.1% | -9.8% | +22.8% | +14.5% |
| YTD | +20.3% | -14.4% | +34.7% | +22.7% |
| 1Y | +39.0% | -12.6% | +51.6% | +41.2% |
| 3Y | +42.0% | +19.7% | +22.2% | +36.1% |
| 5Y | +28.5% | +29.8% | -1.2% | +20.2% |
| 10Y | +57.5% | +153.5% | -96.0% | +25.1% |
| All | +57.5% | +167.5% | -109.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling