+1,425.3%
BMY vs MLM
+3,039.4%
-1,614.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.7% |
| 7D | +2.8% | -1.2% | +4.1% | +3.1% |
| 30D | +5.9% | +7.9% | -2.0% | +4.4% |
| 3M | -0.8% | -4.5% | +3.7% | 0.0% |
| 6M | +12.1% | -12.6% | +24.8% | +14.5% |
| YTD | +21.0% | -14.9% | +35.9% | +23.9% |
| 1Y | +40.4% | -13.1% | +53.5% | +43.3% |
| 3Y | +36.3% | +21.2% | +15.0% | +29.2% |
| 5Y | +29.3% | +32.0% | -2.7% | +18.6% |
| 10Y | +74.8% | +195.3% | -120.5% | +29.9% |
| All | +1,425.3% | +3,039.4% | -1,614.1% | +595.4% |
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 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