+4,626.8%
BNY vs MLM
+2,977.0%
+1,649.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | +3.6% | -2.0% | +5.6% | +4.5% |
| 30D | +8.8% | +9.5% | -0.7% | +4.3% |
| 3M | -5.8% | -4.7% | -1.1% | -4.1% |
| 6M | +15.5% | -10.7% | +26.2% | +19.8% |
| YTD | +33.9% | -16.6% | +50.5% | +42.4% |
| 1Y | +38.0% | -15.4% | +53.4% | +45.7% |
| 3Y | +258.2% | +15.9% | +242.3% | +220.9% |
| 5Y | +191.1% | +27.1% | +164.0% | +145.6% |
| 10Y | +322.3% | +142.3% | +180.0% | +144.5% |
| All | +4,626.8% | +2,977.0% | +1,649.9% | +834.1% |
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 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