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  • BNY vs MLM✓SelectedUSD · MLMBNY vs MLM performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

BNY vs MLM

vs
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Portfolio return
+4,977.5%
MLM return
+2,961.7%
Excess return
+2,015.8%
Maximum drawdown
-64.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-07.

Portfolio and benchmark returns by period
PeriodPortfolioMLMExcessAlpha
1D+0.3%+1.1%-0.8%-0.2%
7D+1.4%-2.9%+4.3%+2.8%
30D+3.8%-6.8%+10.7%+7.0%
3M+14.9%-11.2%+26.1%+20.2%
6M+40.3%-21.8%+62.2%+54.8%
YTD+43.9%-17.0%+60.9%+53.7%
1Y+59.0%-16.4%+75.4%+68.8%
3Y+290.7%+14.5%+276.3%+251.7%
5Y+250.4%+41.7%+208.6%+181.0%
10Y+411.2%+200.0%+211.1%+166.8%
All+4,977.5%+2,961.7%+2,015.8%+908.1%

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 1990-01-01 to 2026-09-07: 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…

1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling