+27.6%
BX vs MLM
+41.9%
-14.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -2.0% |
| 7D | -4.4% | -2.9% | -1.5% | -2.3% |
| 30D | +0.1% | -6.8% | +6.9% | +5.5% |
| 3M | +16.0% | -11.2% | +27.3% | +25.9% |
| 6M | +21.6% | -21.8% | +43.5% | +44.7% |
| YTD | -8.9% | -17.0% | +8.1% | +2.0% |
| 1Y | -16.6% | -16.4% | -0.2% | -7.6% |
| 3Y | +43.3% | +14.5% | +28.9% | +18.1% |
| All | +27.6% | +41.9% | -14.3% | -12.4% |
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