Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MS vs MLM✓SelectedUSD · MLMMS vs MLM performance historyLatest closeAs of+0.26%09/04
Stock and ETF performance explorer

MS vs MLM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+808.5%
MLM return
+199.9%
Excess return
+608.6%
Maximum drawdown
-51.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioMLMExcessAlpha
1D+0.3%+1.1%-0.9%-0.3%
7D+1.4%-2.9%+4.3%+2.8%
30D-0.3%-6.8%+6.6%+3.2%
3M+0.3%-11.2%+11.5%+5.6%
6M+31.3%-21.8%+53.2%+47.3%
YTD+24.7%-17.0%+41.6%+34.7%
1Y+47.9%-16.4%+64.3%+58.7%
3Y+178.3%+14.5%+163.9%+149.5%
5Y+144.9%+41.7%+103.1%+92.1%
All+808.5%+199.9%+608.6%+372.6%

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