+635.8%
BX vs MLM
+138.2%
+497.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | +0.6% | -0.9% | +1.5% | +1.1% |
| 30D | +14.2% | +9.0% | +5.2% | +8.9% |
| 3M | -18.7% | -5.6% | -13.2% | -16.1% |
| 6M | +2.5% | -10.7% | +13.2% | +8.6% |
| YTD | -18.8% | -17.2% | -1.6% | -11.0% |
| 1Y | -10.3% | -14.2% | +3.9% | -3.8% |
| 3Y | +35.4% | +15.6% | +19.8% | +22.4% |
| 5Y | +0.3% | +26.2% | -26.0% | -14.2% |
| All | +635.8% | +138.2% | +497.6% | +335.5% |
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