+45.1%
BNY vs MDLN
-7.1%
+52.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.3% | -11.1% | +9.8% | -0.8% |
| 30D | -0.2% | -8.4% | +8.2% | +0.2% |
| 3M | +14.9% | -12.4% | +27.3% | +15.3% |
| 6M | +40.0% | -23.3% | +63.2% | +41.4% |
| YTD | +42.0% | -22.5% | +64.5% | +44.2% |
| All | +45.1% | -7.1% | +52.2% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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