+33.8%
BX vs MP
+114.3%
-80.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.8% |
| 7D | +1.8% | -10.5% | +12.3% | +3.1% |
| 30D | +7.9% | -23.5% | +31.4% | +11.1% |
| 3M | -9.6% | -25.4% | +15.8% | -6.8% |
| 6M | -2.3% | -51.3% | +49.0% | +5.2% |
| YTD | -19.3% | -29.9% | +10.6% | -17.6% |
| 1Y | -13.2% | -31.8% | +18.6% | -11.7% |
| 3Y | +33.8% | +127.0% | -93.2% | -0.8% |
| All | +33.8% | +114.3% | -80.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 3y: compounded portfolio wealth divided by compounded MP 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…
3y analysis · Full analysis span regression · 6 months rolling