+1.1%
BX vs M
-2.8%
+3.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +1.2% |
| 7D | +3.3% | +2.5% | +0.7% | +2.4% |
| 30D | +9.6% | +10.1% | -0.5% | +6.2% |
| 3M | -8.7% | -0.9% | -7.7% | -8.7% |
| 6M | +2.2% | +30.2% | -27.9% | -7.0% |
| YTD | -16.2% | +16.3% | -32.5% | -21.4% |
| 1Y | -11.5% | +27.0% | -38.5% | -19.6% |
| 3Y | +41.0% | +154.5% | -113.5% | -7.2% |
| 5Y | +1.1% | -1.1% | +2.1% | -14.1% |
| All | +1.1% | -2.8% | +3.9% | -14.1% |
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