+192.4%
BNY vs MLM
+29.9%
+162.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +1.2% | -2.9% | +4.1% | +2.4% |
| 30D | +6.4% | +10.4% | -4.1% | +2.1% |
| 3M | -4.8% | -3.7% | -1.1% | -3.6% |
| 6M | +16.8% | -10.3% | +27.0% | +20.7% |
| YTD | +32.5% | -14.8% | +47.3% | +39.0% |
| 1Y | +38.6% | -13.9% | +52.5% | +44.6% |
| 3Y | +254.3% | +18.4% | +236.0% | +205.9% |
| 5Y | +192.4% | +31.8% | +160.6% | +127.3% |
| All | +192.4% | +29.9% | +162.5% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling