+31.8%
MCK vs BNY
+59.6%
-27.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +1.7% | +1.4% | +0.3% | +1.6% |
| 30D | +3.6% | +3.8% | -0.2% | +3.4% |
| 3M | +20.1% | +14.9% | +5.2% | +18.6% |
| 6M | -7.0% | +40.3% | -47.4% | -10.4% |
| YTD | +11.0% | +43.8% | -32.7% | +6.9% |
| 1Y | +31.8% | +58.9% | -27.0% | +27.0% |
| All | +31.8% | +59.6% | -27.7% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling