+851.5%
BX vs MDT
+216.6%
+635.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.2% |
| 7D | +0.6% | +1.0% | -0.5% | -0.1% |
| 30D | +14.2% | +9.2% | +5.1% | +8.1% |
| 3M | -18.7% | +14.5% | -33.2% | -25.8% |
| 6M | +2.5% | +37.3% | -34.8% | -17.4% |
| YTD | -18.8% | +9.8% | -28.6% | -24.8% |
| 1Y | -10.3% | +10.5% | -20.8% | -17.6% |
| 3Y | +35.4% | +57.4% | -22.0% | -3.5% |
| 5Y | +0.3% | +1.2% | -0.9% | -4.5% |
| 10Y | +668.4% | +63.2% | +605.1% | +412.8% |
| All | +851.5% | +216.6% | +635.0% | +299.2% |
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