+28.6%
BMY vs MLM
+23.5%
+5.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -1.3% |
| 7D | -0.5% | -4.1% | +3.6% | +0.1% |
| 30D | +4.1% | +8.2% | -4.1% | +3.0% |
| 3M | -2.1% | -3.6% | +1.5% | -1.7% |
| 6M | +12.2% | -15.6% | +27.8% | +14.5% |
| YTD | +20.3% | -16.4% | +36.8% | +22.9% |
| 1Y | +39.2% | -14.3% | +53.5% | +41.6% |
| 3Y | +35.6% | +19.3% | +16.3% | +31.1% |
| All | +28.6% | +23.5% | +5.1% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling