+256.9%
BNY vs MTB
+104.1%
+152.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -0.2% | -4.8% | +4.6% | +2.3% |
| 3M | +14.9% | +6.0% | +9.0% | +11.6% |
| 6M | +40.0% | +19.6% | +20.4% | +27.9% |
| YTD | +42.0% | +21.5% | +20.5% | +28.6% |
| 1Y | +56.9% | +24.7% | +32.1% | +40.0% |
| 3Y | +289.9% | +108.6% | +181.3% | +164.4% |
| All | +256.9% | +104.1% | +152.8% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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