+1,514.4%
BMY vs MLM
+2,961.7%
-1,447.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | +5.0% | -6.8% | +11.8% | +6.4% |
| 3M | +19.4% | -11.2% | +30.6% | +21.7% |
| 6M | +9.5% | -21.8% | +31.4% | +14.3% |
| YTD | +28.1% | -17.0% | +45.0% | +31.8% |
| 1Y | +50.0% | -16.4% | +66.4% | +54.1% |
| 3Y | +24.1% | +14.5% | +9.6% | +18.8% |
| 5Y | +25.0% | +41.7% | -16.8% | +13.0% |
| 10Y | +68.7% | +200.0% | -131.4% | +24.7% |
| All | +1,514.4% | +2,961.7% | -1,447.3% | +640.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling