+57.9%
BNY vs MLM
-18.7%
+76.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | +1.9% | -8.3% | +10.3% | +3.2% |
| 3M | +13.9% | -12.0% | +25.9% | +15.8% |
| 6M | +42.3% | -17.6% | +59.9% | +46.4% |
| YTD | +41.8% | -18.9% | +60.7% | +46.4% |
| 1Y | +57.9% | -17.6% | +75.6% | +60.8% |
| All | +57.9% | -18.7% | +76.7% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling