+967.7%
BX vs MMM
+310.2%
+657.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -3.3% | -1.1% | -1.9% |
| 30D | +0.1% | -7.0% | +7.1% | +5.9% |
| 3M | +16.0% | +10.8% | +5.2% | +6.6% |
| 6M | +21.6% | +5.8% | +15.8% | +15.1% |
| YTD | -8.9% | +6.8% | -15.7% | -15.1% |
| 1Y | -16.6% | +10.4% | -27.0% | -25.0% |
| 3Y | +43.3% | +104.7% | -61.4% | -26.6% |
| 5Y | +25.7% | +23.6% | +2.1% | -1.9% |
| 10Y | +689.5% | +54.1% | +635.4% | +346.2% |
| All | +967.7% | +310.2% | +657.5% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling