+967.7%
BX vs MLM
+279.8%
+687.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.8% |
| 7D | -4.4% | -2.9% | -1.5% | -2.7% |
| 30D | +0.1% | -6.8% | +6.9% | +4.5% |
| 3M | +16.0% | -11.2% | +27.3% | +24.2% |
| 6M | +21.6% | -21.8% | +43.5% | +40.0% |
| YTD | -8.9% | -17.0% | +8.1% | +0.4% |
| 1Y | -16.6% | -16.4% | -0.2% | -8.7% |
| 3Y | +43.3% | +14.5% | +28.9% | +28.4% |
| 5Y | +25.7% | +41.7% | -16.1% | -0.2% |
| 10Y | +689.5% | +200.0% | +489.5% | +245.3% |
| All | +967.7% | +279.8% | +687.9% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling