+18.4%
BX vs MKTX
-60.5%
+78.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -12.2% | +0.7% | -13.0% | -12.4% |
| 3M | +7.4% | +40.8% | -33.4% | -3.9% |
| 6M | +22.2% | -8.0% | +30.2% | +24.7% |
| YTD | -14.0% | -8.7% | -5.3% | -12.2% |
| 1Y | -27.3% | -11.8% | -15.5% | -25.1% |
| 3Y | +24.5% | -24.0% | +48.6% | +27.2% |
| All | +18.4% | -60.5% | +78.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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