+661.1%
BX vs MCK
+442.8%
+218.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -5.6% | -2.9% | -2.7% | -4.9% |
| 30D | -12.2% | +0.4% | -12.6% | -12.4% |
| 3M | +7.4% | +12.1% | -4.7% | +3.9% |
| 6M | +22.2% | -5.4% | +27.6% | +23.3% |
| YTD | -14.0% | +7.8% | -21.8% | -17.0% |
| 1Y | -27.3% | +22.9% | -50.2% | -32.7% |
| 3Y | +24.5% | +110.7% | -86.2% | -6.2% |
| 5Y | +18.9% | +346.2% | -327.3% | -33.6% |
| All | +661.1% | +442.8% | +218.2% | +273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling