+16.0%
BX vs MKC
-33.9%
+49.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -8.9% | -2.8% | -6.1% | -8.2% |
| 30D | -14.8% | -3.4% | -11.4% | -14.0% |
| 3M | +6.9% | +3.8% | +3.2% | +5.4% |
| 6M | +16.3% | -17.9% | +34.2% | +22.9% |
| YTD | -16.1% | -23.6% | +7.5% | -9.7% |
| 1Y | -26.8% | -23.1% | -3.7% | -21.6% |
| 3Y | +22.4% | -31.5% | +54.0% | +35.9% |
| 5Y | +16.0% | -33.1% | +49.1% | +23.7% |
| All | +16.0% | -33.9% | +49.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling