+635.8%
BX vs MDT
+62.9%
+572.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.2% |
| 7D | +0.6% | +1.0% | -0.5% | 0.0% |
| 30D | +14.2% | +9.2% | +5.1% | +8.3% |
| 3M | -18.7% | +14.5% | -33.2% | -25.5% |
| 6M | +2.5% | +37.3% | -34.8% | -16.7% |
| YTD | -18.8% | +9.8% | -28.6% | -24.4% |
| 1Y | -10.3% | +10.5% | -20.8% | -17.2% |
| 3Y | +35.4% | +57.4% | -22.0% | -2.9% |
| 5Y | +0.3% | +1.2% | -0.9% | -4.4% |
| All | +635.8% | +62.9% | +572.9% | +456.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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