+967.7%
BX vs MDT
+187.5%
+780.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.9% |
| 7D | -4.4% | +3.2% | -7.6% | -6.4% |
| 30D | +0.1% | +9.5% | -9.4% | -5.8% |
| 3M | +16.0% | +16.0% | 0.0% | +4.8% |
| 6M | +21.6% | +0.2% | +21.4% | +20.4% |
| YTD | -8.9% | -0.3% | -8.6% | -10.1% |
| 1Y | -16.6% | +4.7% | -21.3% | -20.7% |
| 3Y | +43.3% | +26.5% | +16.8% | +18.0% |
| 5Y | +25.7% | -18.2% | +43.9% | +37.6% |
| 10Y | +689.5% | +40.0% | +649.5% | +483.0% |
| All | +967.7% | +187.5% | +780.2% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling