+198.6%
BX vs MP
+450.8%
-252.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -4.4% | -2.9% | -1.5% | -3.9% |
| 30D | +0.1% | +13.8% | -13.7% | -2.2% |
| 3M | +16.0% | -16.7% | +32.7% | +18.6% |
| 6M | +21.6% | -11.5% | +33.1% | +21.6% |
| YTD | -8.9% | +7.9% | -16.8% | -12.7% |
| 1Y | -16.6% | -15.0% | -1.6% | -18.4% |
| 3Y | +43.3% | +153.5% | -110.2% | +2.5% |
| 5Y | +25.7% | +58.7% | -33.0% | -1.8% |
| All | +198.6% | +450.8% | -252.2% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling