-13.1%
BX vs MDLN
-2.7%
-10.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.8% | -3.3% |
| 7D | -5.7% | -6.2% | +0.5% | -4.6% |
| 30D | -8.9% | +0.7% | -9.6% | -9.0% |
| 3M | +8.4% | -5.4% | +13.8% | +9.6% |
| 6M | +18.9% | -21.6% | +40.5% | +22.4% |
| YTD | -13.6% | -18.9% | +5.3% | -9.8% |
| All | -13.1% | -2.7% | -10.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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