+433.8%
MAR vs BNY
+416.3%
+17.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | -1.3% | +0.8% | +0.2% |
| 30D | -5.4% | -0.2% | -5.3% | -5.4% |
| 3M | -15.5% | +14.9% | -30.4% | -22.5% |
| 6M | +3.0% | +40.0% | -37.0% | -16.0% |
| YTD | +8.5% | +42.0% | -33.5% | -12.7% |
| 1Y | +26.0% | +56.9% | -30.9% | -4.9% |
| 3Y | +68.6% | +289.9% | -221.3% | -27.3% |
| 5Y | +157.4% | +259.2% | -101.8% | +14.2% |
| All | +433.8% | +416.3% | +17.5% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling