+27.6%
BX vs MP
+58.1%
-30.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -4.4% | -2.9% | -1.5% | -3.9% |
| 30D | +0.1% | +13.8% | -13.7% | -2.7% |
| 3M | +16.0% | -16.7% | +32.7% | +19.0% |
| 6M | +21.6% | -11.5% | +33.1% | +21.5% |
| YTD | -8.9% | +7.9% | -16.8% | -13.5% |
| 1Y | -16.6% | -15.0% | -1.6% | -18.9% |
| 3Y | +43.3% | +153.5% | -110.2% | -8.3% |
| All | +27.6% | +58.1% | -30.5% | -6.2% |
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