+661.1%
BX vs MKC
+29.9%
+631.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.3% |
| 7D | -5.6% | -1.5% | -4.2% | -5.1% |
| 30D | -12.2% | -3.1% | -9.1% | -11.3% |
| 3M | +7.4% | +5.2% | +2.2% | +5.0% |
| 6M | +22.2% | -12.8% | +35.0% | +27.4% |
| YTD | -14.0% | -23.3% | +9.3% | -6.5% |
| 1Y | -27.3% | -24.1% | -3.2% | -20.9% |
| 3Y | +24.5% | -32.1% | +56.7% | +39.8% |
| 5Y | +18.9% | -32.8% | +51.7% | +31.5% |
| All | +661.1% | +29.9% | +631.2% | +605.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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