+155.9%
MP vs BNY
+287.1%
-131.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.7% |
| 7D | +3.0% | +1.5% | +1.6% | +1.6% |
| 30D | +8.3% | +3.3% | +5.0% | +4.9% |
| 3M | -3.8% | +15.3% | -19.2% | -16.6% |
| 6M | -4.9% | +42.5% | -47.4% | -32.3% |
| YTD | +9.6% | +42.0% | -32.4% | -22.2% |
| 1Y | -11.7% | +59.3% | -71.0% | -43.6% |
| All | +155.9% | +287.1% | -131.3% | -44.5% |
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