+289.9%
BNY vs MCO
+42.6%
+247.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.6% |
| 7D | -1.3% | -3.8% | +2.4% | +0.1% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | +14.9% | +7.7% | +7.2% | +11.1% |
| 6M | +40.0% | +7.0% | +33.0% | +35.1% |
| YTD | +42.0% | -6.4% | +48.4% | +44.7% |
| 1Y | +56.9% | -7.6% | +64.5% | +60.5% |
| 3Y | +289.9% | +43.2% | +246.6% | +214.6% |
| All | +289.9% | +42.6% | +247.3% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling