+259.0%
BNY vs M
+13.6%
+245.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.8% |
| 7D | -1.1% | -8.8% | +7.7% | +0.4% |
| 30D | +1.4% | -16.4% | +17.8% | +4.3% |
| 3M | +16.8% | -10.8% | +27.6% | +18.5% |
| 6M | +42.0% | +16.1% | +25.9% | +37.6% |
| YTD | +41.9% | -5.3% | +47.2% | +41.7% |
| 1Y | +59.2% | +24.9% | +34.3% | +51.1% |
| 3Y | +290.9% | +97.5% | +193.4% | +221.0% |
| 5Y | +259.0% | +20.4% | +238.7% | +212.9% |
| All | +259.0% | +13.6% | +245.4% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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