+7,375.4%
BNY vs M
+383.6%
+6,991.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | +1.5% | +2.4% | -0.9% | +0.7% |
| 30D | +3.3% | -11.6% | +14.9% | +7.1% |
| 3M | +15.3% | +1.6% | +13.7% | +13.9% |
| 6M | +42.5% | +25.2% | +17.2% | +31.4% |
| YTD | +42.0% | +3.8% | +38.3% | +37.7% |
| 1Y | +59.3% | +36.3% | +22.9% | +41.1% |
| 3Y | +291.2% | +116.3% | +174.9% | +174.4% |
| 5Y | +252.1% | +28.2% | +223.9% | +162.7% |
| 10Y | +407.1% | -3.4% | +410.5% | +221.5% |
| All | +7,375.4% | +383.6% | +6,991.8% | +2,109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling