+18.4%
BX vs MCO
+28.6%
-10.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +1.1% |
| 7D | -5.6% | -3.8% | -1.8% | -2.4% |
| 30D | -12.2% | -0.4% | -11.8% | -12.0% |
| 3M | +7.4% | +7.7% | -0.3% | -0.2% |
| 6M | +22.2% | +7.0% | +15.2% | +14.0% |
| YTD | -14.0% | -6.4% | -7.6% | -10.5% |
| 1Y | -27.3% | -7.6% | -19.7% | -24.1% |
| 3Y | +24.5% | +43.2% | -18.7% | -18.0% |
| All | +18.4% | +28.6% | -10.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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