+412.8%
BNY vs MLM
+203.1%
+209.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.5% |
| 7D | +0.3% | -2.7% | +3.0% | +1.4% |
| 30D | +1.9% | -8.3% | +10.3% | +5.5% |
| 3M | +13.9% | -12.0% | +25.9% | +19.1% |
| 6M | +42.3% | -17.6% | +59.9% | +52.4% |
| YTD | +41.8% | -18.9% | +60.7% | +52.2% |
| 1Y | +57.9% | -17.6% | +75.6% | +68.0% |
| 3Y | +290.7% | +16.8% | +273.9% | +249.0% |
| 5Y | +252.3% | +41.0% | +211.3% | +184.4% |
| 10Y | +412.8% | +209.3% | +203.5% | +197.5% |
| All | +412.8% | +203.1% | +209.7% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling