+18.8%
BX vs MDT
-20.5%
+39.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.3% |
| 7D | -5.7% | -0.3% | -5.3% | -5.5% |
| 30D | -8.9% | +2.8% | -11.7% | -10.4% |
| 3M | +8.4% | +13.1% | -4.7% | +0.5% |
| 6M | +18.9% | +2.3% | +16.6% | +16.9% |
| YTD | -13.6% | -2.7% | -10.9% | -13.0% |
| 1Y | -22.4% | +0.9% | -23.3% | -24.1% |
| 3Y | +26.0% | +26.8% | -0.8% | +3.8% |
| 5Y | +18.8% | -19.5% | +38.2% | +29.5% |
| All | +18.8% | -20.5% | +39.3% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling