+4,973.2%
BNY vs MLM
+2,961.7%
+2,011.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 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 | +43.8% | -17.0% | +60.7% | +53.5% |
| 1Y | +58.9% | -16.4% | +75.2% | +68.7% |
| 3Y | +290.4% | +14.5% | +275.9% | +251.4% |
| 5Y | +250.1% | +41.7% | +208.3% | +180.8% |
| 10Y | +410.7% | +200.0% | +210.7% | +166.6% |
| All | +4,973.2% | +2,961.7% | +2,011.5% | +907.3% |
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 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