+42.0%
BNY vs MKC
-18.5%
+60.5%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | -0.1% |
| 7D | -1.1% | -2.8% | +1.8% | -1.5% |
| 30D | +1.4% | -3.4% | +4.8% | +1.0% |
| 3M | +16.8% | +3.8% | +13.0% | +17.7% |
| 6M | +42.0% | -17.9% | +59.9% | +38.7% |
| All | +42.0% | -18.5% | +60.5% | +38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling