+882.1%
BX vs M
+21.0%
+861.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +1.0% |
| 7D | +3.3% | +2.5% | +0.7% | +2.3% |
| 30D | +9.6% | +10.1% | -0.5% | +6.0% |
| 3M | -8.7% | -0.9% | -7.7% | -8.6% |
| 6M | +2.2% | +30.2% | -27.9% | -7.7% |
| YTD | -16.2% | +16.3% | -32.5% | -21.8% |
| 1Y | -11.5% | +27.0% | -38.5% | -20.2% |
| 3Y | +41.0% | +154.5% | -113.5% | -7.4% |
| 5Y | +1.1% | -1.1% | +2.1% | -13.8% |
| 10Y | +710.1% | +0.5% | +709.6% | +410.2% |
| All | +882.1% | +21.0% | +861.1% | +267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling