+33.5%
BX vs MP
+152.2%
-118.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.1% |
| 7D | -1.1% | +11.0% | -12.1% | -2.3% |
| 30D | +8.8% | -11.7% | +20.5% | +10.2% |
| 3M | -18.3% | -30.8% | +12.5% | -15.0% |
| 6M | -1.5% | -42.9% | +41.4% | +4.0% |
| YTD | -19.9% | -25.9% | +5.9% | -18.9% |
| 1Y | -14.5% | -37.3% | +22.8% | -11.9% |
| All | +33.5% | +152.2% | -118.7% | -2.4% |
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