+672.8%
BX vs MLM
+149.0%
+523.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +3.7% | -2.9% | +6.5% | +5.5% |
| 30D | +8.2% | +10.4% | -2.2% | +2.4% |
| 3M | -12.7% | -3.7% | -9.0% | -10.8% |
| 6M | +1.0% | -10.3% | +11.2% | +6.7% |
| YTD | -17.2% | -14.8% | -2.4% | -10.7% |
| 1Y | -11.6% | -13.9% | +2.3% | -5.4% |
| 3Y | +36.8% | +18.4% | +18.4% | +22.0% |
| 5Y | +4.8% | +31.8% | -27.0% | -12.3% |
| 10Y | +672.8% | +143.4% | +529.4% | +353.7% |
| All | +672.8% | +149.0% | +523.8% | +353.7% |
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