+59.3%
BMY vs MLM
+140.5%
-81.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | -2.0% | -5.8% | +3.8% | -1.1% |
| 30D | +9.3% | +9.8% | -0.6% | +7.6% |
| 3M | -0.1% | -5.2% | +5.1% | +0.7% |
| 6M | +15.5% | -10.3% | +25.7% | +17.0% |
| YTD | +21.8% | -15.5% | +37.3% | +24.4% |
| 1Y | +34.9% | -15.0% | +49.9% | +37.7% |
| 3Y | +43.2% | +17.5% | +25.7% | +37.7% |
| 5Y | +30.7% | +30.5% | +0.2% | +22.1% |
| 10Y | +59.3% | +145.5% | -86.2% | +26.9% |
| All | +59.3% | +140.5% | -81.3% | +26.9% |
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