+42.3%
BNY vs M
+21.8%
+20.5%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.2% |
| 7D | +0.3% | -4.1% | +4.3% | +0.7% |
| 30D | +1.9% | -13.6% | +15.5% | +3.3% |
| 3M | +13.9% | -2.3% | +16.2% | +13.1% |
| 6M | +42.3% | +21.9% | +20.4% | +38.0% |
| All | +42.3% | +21.8% | +20.5% | +38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling