+661.1%
BX vs MDY
+177.2%
+483.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.5% |
| 7D | -5.6% | -1.9% | -3.8% | -3.4% |
| 30D | -12.2% | -4.6% | -7.6% | -7.0% |
| 3M | +7.4% | -1.2% | +8.6% | +9.2% |
| 6M | +22.2% | +9.2% | +13.0% | +10.0% |
| YTD | -14.0% | +13.1% | -27.1% | -25.5% |
| 1Y | -27.3% | +13.0% | -40.3% | -37.1% |
| 3Y | +24.5% | +49.2% | -24.7% | -20.0% |
| 5Y | +18.9% | +47.2% | -28.4% | -19.0% |
| All | +661.1% | +177.2% | +483.9% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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