+0.4%
BX vs MLM
+23.5%
-23.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +1.1% |
| 7D | +1.8% | -4.1% | +5.9% | +5.2% |
| 30D | +7.9% | +8.2% | -0.3% | +1.6% |
| 3M | -9.6% | -3.6% | -6.0% | -7.1% |
| 6M | -2.3% | -15.6% | +13.3% | +10.1% |
| YTD | -19.3% | -16.4% | -2.8% | -10.0% |
| 1Y | -13.2% | -14.3% | +1.1% | -5.5% |
| 3Y | +33.8% | +19.3% | +14.5% | +5.5% |
| All | +0.4% | +23.5% | -23.2% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling