+3,935.2%
BNY vs MCO
+7,404.7%
-3,469.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -1.3% | -3.8% | +2.4% | +0.5% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | +14.9% | +7.7% | +7.2% | +10.1% |
| 6M | +40.0% | +7.0% | +33.0% | +33.9% |
| YTD | +42.0% | -6.4% | +48.4% | +44.0% |
| 1Y | +56.9% | -7.6% | +64.5% | +59.4% |
| 3Y | +289.9% | +43.2% | +246.6% | +215.1% |
| 5Y | +259.2% | +29.6% | +229.6% | +198.1% |
| 10Y | +413.3% | +389.2% | +24.1% | +109.8% |
| All | +3,935.2% | +7,404.7% | -3,469.6% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling