+950.6%
BX vs MKC
+318.2%
+632.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | -2.0% | -4.3% | +2.4% | +0.5% |
| 30D | -2.3% | -2.0% | -0.3% | -1.3% |
| 3M | +18.5% | +10.0% | +8.5% | +11.1% |
| 6M | +23.7% | -18.5% | +42.2% | +36.9% |
| YTD | -10.4% | -22.4% | +12.1% | +0.9% |
| 1Y | -19.6% | -23.6% | +4.1% | -9.2% |
| 3Y | +30.8% | -30.4% | +61.2% | +51.8% |
| 5Y | +24.3% | -34.2% | +58.5% | +44.5% |
| 10Y | +679.5% | +26.8% | +652.6% | +384.4% |
| All | +950.6% | +318.2% | +632.4% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling