+478.2%
BX vs MDB
+1,017.4%
-539.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.2% |
| 7D | -4.4% | -17.4% | +13.1% | -0.5% |
| 30D | +0.1% | -2.0% | +2.1% | +0.1% |
| 3M | +16.0% | -3.0% | +19.0% | +15.6% |
| 6M | +21.6% | +48.7% | -27.1% | +8.3% |
| YTD | -8.9% | -12.1% | +3.2% | -9.5% |
| 1Y | -16.6% | +14.5% | -31.1% | -22.8% |
| 3Y | +43.3% | -6.1% | +49.5% | +28.5% |
| 5Y | +25.7% | -27.3% | +53.0% | +7.1% |
| All | +478.2% | +1,017.4% | -539.2% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling