+45.7%
BMY vs MLM
+15.7%
+30.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +7.0% | +9.0% | -2.0% | +5.7% |
| 3M | -0.9% | -5.6% | +4.7% | -0.1% |
| 6M | +14.9% | -10.7% | +25.6% | +16.4% |
| YTD | +22.8% | -17.2% | +40.0% | +25.9% |
| 1Y | +36.2% | -14.2% | +50.5% | +38.9% |
| 3Y | +45.7% | +15.6% | +30.1% | +40.4% |
| All | +45.7% | +15.7% | +30.0% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling