-1.1%
BX vs MP
-13.5%
+12.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.2% |
| 7D | -1.1% | +11.0% | -12.1% | -3.1% |
| 30D | +8.8% | -11.7% | +20.5% | +11.1% |
| 3M | -18.3% | -30.8% | +12.5% | -12.8% |
| 6M | -1.5% | -42.9% | +41.4% | +7.8% |
| YTD | -19.9% | -25.9% | +5.9% | -18.6% |
| 1Y | -14.5% | -37.3% | +22.8% | -10.6% |
| 3Y | +32.3% | +150.7% | -118.4% | -21.8% |
| 5Y | -1.1% | -19.3% | +18.2% | -15.8% |
| All | -1.1% | -13.5% | +12.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling