+7,920.7%
BNY vs MTB
+8,265.4%
-344.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.1% | -0.4% | -0.6% | -0.8% |
| 30D | +1.4% | -4.6% | +6.0% | +4.6% |
| 3M | +16.8% | +7.4% | +9.4% | +11.1% |
| 6M | +42.0% | +18.7% | +23.3% | +25.9% |
| YTD | +41.9% | +21.1% | +20.8% | +23.8% |
| 1Y | +59.2% | +24.1% | +35.1% | +36.2% |
| 3Y | +290.9% | +115.3% | +175.6% | +120.6% |
| 5Y | +259.0% | +106.0% | +153.0% | +97.1% |
| 10Y | +413.0% | +171.6% | +241.5% | +107.3% |
| All | +7,920.7% | +8,265.4% | -344.7% | +346.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling