+649.1%
BNY vs MKTX
+1,442.6%
-793.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -0.2% | +0.7% | -0.9% | -0.4% |
| 3M | +14.9% | +40.8% | -25.9% | +1.3% |
| 6M | +40.0% | -8.0% | +48.0% | +41.0% |
| YTD | +42.0% | -8.7% | +50.7% | +43.0% |
| 1Y | +56.9% | -11.8% | +68.7% | +59.2% |
| 3Y | +289.9% | -24.0% | +313.9% | +297.3% |
| 5Y | +259.2% | -60.3% | +319.5% | +339.7% |
| 10Y | +413.3% | +5.0% | +408.3% | +296.6% |
| All | +649.1% | +1,442.6% | -793.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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