+668.7%
BX vs MMM
+51.9%
+616.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -2.5% |
| 7D | -5.7% | -2.6% | -3.1% | -4.2% |
| 30D | -8.9% | -9.3% | +0.4% | -3.4% |
| 3M | +8.4% | +5.6% | +2.8% | +4.6% |
| 6M | +18.9% | +9.5% | +9.5% | +11.9% |
| YTD | -13.6% | +4.1% | -17.8% | -16.7% |
| 1Y | -22.4% | +9.4% | -31.8% | -27.9% |
| 3Y | +26.0% | +101.0% | -75.0% | -22.2% |
| 5Y | +18.8% | +26.1% | -7.3% | -1.5% |
| 10Y | +668.7% | +54.7% | +614.0% | +398.6% |
| All | +668.7% | +51.9% | +616.8% | +398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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