+647.0%
BX vs MPC
+1,135.0%
-488.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.6% |
| 7D | -2.8% | +2.6% | -5.4% | -3.6% |
| 30D | +7.3% | -12.2% | +19.5% | +11.3% |
| 3M | -16.3% | +20.1% | -36.4% | -22.4% |
| 6M | +2.5% | +60.6% | -58.1% | -14.9% |
| YTD | -17.6% | +150.6% | -168.2% | -42.6% |
| 1Y | -12.4% | +104.7% | -117.0% | -34.4% |
| 3Y | +36.2% | +194.5% | -158.3% | -13.2% |
| 5Y | +3.0% | +582.3% | -579.3% | -52.3% |
| All | +647.0% | +1,135.0% | -488.0% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling