+24.3%
BX vs M
+24.8%
-0.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.8% |
| 7D | -2.0% | +2.4% | -4.3% | -2.7% |
| 30D | -2.3% | -11.6% | +9.3% | +1.3% |
| 3M | +18.5% | +1.6% | +16.9% | +17.2% |
| 6M | +23.7% | +25.2% | -1.5% | +14.4% |
| YTD | -10.4% | +3.8% | -14.1% | -12.5% |
| 1Y | -19.6% | +36.3% | -55.9% | -28.3% |
| 3Y | +30.8% | +116.3% | -85.5% | -7.0% |
| 5Y | +24.3% | +28.2% | -3.8% | +5.5% |
| All | +24.3% | +24.8% | -0.5% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling