+38.1%
BNY vs MCO
+6.7%
+31.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -1.0% | -3.0% |
| 7D | -1.3% | +5.4% | -6.7% | -2.2% |
| 30D | +3.1% | +13.9% | -10.9% | +0.7% |
| 3M | -6.7% | +6.7% | -13.4% | -7.8% |
| 6M | +12.4% | +13.9% | -1.5% | +9.7% |
| YTD | +29.3% | +1.6% | +27.7% | +28.6% |
| 1Y | +38.1% | +6.9% | +31.2% | +36.4% |
| All | +38.1% | +6.7% | +31.4% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling