+256.9%
BNY vs MKC
-33.0%
+289.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.3% | -1.5% | +0.1% | -1.1% |
| 30D | -0.2% | -3.1% | +2.9% | +0.2% |
| 3M | +14.9% | +5.2% | +9.7% | +13.7% |
| 6M | +40.0% | -12.8% | +52.8% | +42.9% |
| YTD | +42.0% | -23.3% | +65.3% | +48.1% |
| 1Y | +56.9% | -24.1% | +81.0% | +63.7% |
| 3Y | +289.9% | -32.1% | +322.0% | +314.7% |
| All | +256.9% | -33.0% | +289.9% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling