-19.3%
MP vs BNY
+191.5%
-210.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +11.0% | +3.6% | +7.4% | +7.4% |
| 30D | -11.7% | +8.8% | -20.5% | -18.6% |
| 3M | -30.8% | -5.8% | -25.0% | -26.8% |
| 6M | -42.9% | +15.5% | -58.4% | -50.9% |
| YTD | -25.9% | +33.9% | -59.8% | -45.0% |
| 1Y | -37.3% | +38.0% | -75.3% | -54.8% |
| 3Y | +150.7% | +258.2% | -107.5% | -32.1% |
| 5Y | -19.3% | +191.1% | -210.4% | -74.1% |
| All | -19.3% | +191.5% | -210.8% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling