+851.5%
BX vs MAR
+1,122.2%
-270.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +0.6% | +1.6% | -1.0% | -0.5% |
| 30D | +14.2% | +13.8% | +0.4% | +5.0% |
| 3M | -18.7% | +20.3% | -39.0% | -28.1% |
| 6M | +2.5% | +21.3% | -18.9% | -10.7% |
| YTD | -18.8% | +37.2% | -56.0% | -35.1% |
| 1Y | -10.3% | +48.4% | -58.8% | -32.2% |
| 3Y | +35.4% | +120.1% | -84.7% | -20.6% |
| 5Y | +0.3% | +182.1% | -181.8% | -49.8% |
| 10Y | +668.4% | +530.2% | +138.2% | +78.3% |
| All | +851.5% | +1,122.2% | -270.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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