+912.2%
BX vs MCO
+838.7%
+73.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -2.7% |
| 7D | -5.7% | -3.1% | -2.5% | -3.7% |
| 30D | -8.9% | -0.5% | -8.4% | -8.6% |
| 3M | +8.4% | +5.7% | +2.7% | +4.0% |
| 6M | +18.9% | +3.0% | +15.9% | +16.1% |
| YTD | -13.6% | -6.5% | -7.2% | -10.9% |
| 1Y | -22.4% | -5.8% | -16.7% | -20.9% |
| 3Y | +26.0% | +43.1% | -17.1% | -2.0% |
| 5Y | +18.8% | +29.5% | -10.7% | +0.3% |
| 10Y | +668.7% | +388.8% | +279.9% | +178.2% |
| All | +912.2% | +838.7% | +73.5% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling