+950.6%
BX vs MDY
+429.1%
+521.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.8% |
| 7D | -2.0% | +1.0% | -3.0% | -3.2% |
| 30D | -2.3% | -3.1% | +0.8% | +1.6% |
| 3M | +18.5% | +1.8% | +16.7% | +16.0% |
| 6M | +23.7% | +10.8% | +12.9% | +8.9% |
| YTD | -10.4% | +14.4% | -24.8% | -24.0% |
| 1Y | -19.6% | +15.2% | -34.8% | -32.5% |
| 3Y | +30.8% | +51.2% | -20.4% | -19.4% |
| 5Y | +24.3% | +47.2% | -22.9% | -16.9% |
| 10Y | +679.5% | +171.1% | +508.4% | +136.8% |
| All | +950.6% | +429.1% | +521.5% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling