+36.9%
BX vs M
+123.1%
-86.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.8% |
| 7D | -4.4% | +4.7% | -9.1% | -5.6% |
| 30D | +0.1% | -9.6% | +9.7% | +2.8% |
| 3M | +16.0% | +0.9% | +15.2% | +15.2% |
| 6M | +21.6% | +22.3% | -0.7% | +14.3% |
| YTD | -8.9% | +6.5% | -15.4% | -11.5% |
| 1Y | -16.6% | +38.8% | -55.4% | -25.0% |
| All | +36.9% | +123.1% | -86.2% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling