+680.0%
BX vs MLM
+140.5%
+539.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | 0.0% |
| 7D | -2.8% | -5.8% | +3.0% | +0.6% |
| 30D | +7.3% | +9.8% | -2.5% | +1.9% |
| 3M | -16.3% | -5.2% | -11.1% | -13.8% |
| 6M | +2.5% | -10.3% | +12.8% | +8.4% |
| YTD | -17.6% | -15.5% | -2.1% | -10.7% |
| 1Y | -12.4% | -15.0% | +2.7% | -5.5% |
| 3Y | +36.2% | +17.5% | +18.7% | +22.0% |
| 5Y | +3.0% | +30.5% | -27.6% | -13.4% |
| 10Y | +680.0% | +145.5% | +534.5% | +354.7% |
| All | +680.0% | +140.5% | +539.5% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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