+423.1%
BX vs MDB
+924.6%
-501.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.8% |
| 7D | -2.8% | +3.0% | -5.8% | -3.5% |
| 30D | +7.3% | -11.3% | +18.6% | +9.6% |
| 3M | -16.3% | -23.0% | +6.7% | -12.8% |
| 6M | +2.5% | +14.8% | -12.3% | -3.9% |
| YTD | -17.6% | -19.4% | +1.9% | -17.6% |
| 1Y | -12.4% | -9.0% | -3.4% | -15.4% |
| 3Y | +36.2% | -10.3% | +46.5% | +22.1% |
| 5Y | +3.0% | -38.4% | +41.4% | -10.3% |
| All | +423.1% | +924.6% | -501.5% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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