+710.1%
BX vs MPC
+1,165.8%
-455.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.6% | -0.8% | +2.3% |
| 7D | +3.3% | -9.4% | +12.7% | +6.4% |
| 30D | +9.6% | -14.3% | +23.9% | +14.6% |
| 3M | -8.7% | +31.1% | -39.8% | -17.9% |
| 6M | +2.2% | +60.3% | -58.0% | -15.1% |
| YTD | -16.2% | +142.5% | -158.7% | -41.0% |
| 1Y | -11.5% | +104.6% | -116.1% | -33.8% |
| 3Y | +41.0% | +191.7% | -150.7% | -9.9% |
| 5Y | +1.1% | +549.2% | -548.1% | -52.4% |
| 10Y | +710.1% | +1,106.2% | -396.1% | +175.3% |
| All | +710.1% | +1,165.8% | -455.7% | +175.3% |
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