-17.8%
MP vs BNY
+58.4%
-76.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -4.6% | -1.1% | -3.5% | -3.6% |
| 30D | -7.1% | +1.4% | -8.5% | -8.6% |
| 3M | -4.0% | +16.8% | -20.8% | -19.3% |
| 6M | -16.7% | +42.0% | -58.7% | -43.4% |
| YTD | +1.6% | +41.9% | -40.3% | -33.3% |
| 1Y | -17.8% | +59.2% | -77.0% | -56.1% |
| All | -17.8% | +58.4% | -76.2% | -56.1% |
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