+448.2%
BX vs MDB
+986.0%
-537.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.3% | -3.8% |
| 7D | -5.7% | -4.5% | -1.1% | -4.7% |
| 30D | -8.9% | -14.0% | +5.1% | -6.2% |
| 3M | +8.4% | +5.3% | +3.1% | +6.1% |
| 6M | +18.9% | +31.9% | -13.0% | +8.9% |
| YTD | -13.6% | -14.6% | +1.0% | -13.6% |
| 1Y | -22.4% | +8.2% | -30.7% | -27.2% |
| 3Y | +26.0% | -5.0% | +31.0% | +12.6% |
| 5Y | +18.8% | -24.5% | +43.3% | +0.7% |
| All | +448.2% | +986.0% | -537.8% | +228.9% |
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