+668.7%
BX vs M
-7.1%
+675.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -2.7% |
| 7D | -5.7% | -4.1% | -1.6% | -4.7% |
| 30D | -8.9% | -13.6% | +4.7% | -5.7% |
| 3M | +8.4% | -2.3% | +10.7% | +8.5% |
| 6M | +18.9% | +21.9% | -3.0% | +12.7% |
| YTD | -13.6% | -0.6% | -13.0% | -14.3% |
| 1Y | -22.4% | +29.7% | -52.2% | -28.1% |
| 3Y | +26.0% | +107.3% | -81.3% | -0.1% |
| 5Y | +18.8% | +20.5% | -1.7% | +2.9% |
| 10Y | +668.7% | -6.1% | +674.8% | +439.7% |
| All | +668.7% | -7.1% | +675.8% | +439.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling