+68.6%
MAR vs BNY
+287.0%
-218.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | -5.4% | -0.2% | -5.3% | -5.4% |
| 3M | -15.5% | +14.9% | -30.4% | -21.6% |
| 6M | +3.0% | +40.0% | -37.0% | -13.9% |
| YTD | +8.5% | +42.0% | -33.5% | -10.6% |
| 1Y | +26.0% | +56.9% | -30.9% | -2.4% |
| 3Y | +68.6% | +289.9% | -221.3% | -16.6% |
| All | +68.6% | +287.0% | -218.4% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling