-14.5%
BX vs MPC
+110.3%
-124.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -2.6% |
| 7D | -1.1% | +9.4% | -10.5% | -0.4% |
| 30D | +8.8% | -13.4% | +22.3% | +7.6% |
| 3M | -18.3% | +18.9% | -37.1% | -18.0% |
| 6M | -1.5% | +64.9% | -66.4% | +0.6% |
| YTD | -19.9% | +156.8% | -176.7% | -20.6% |
| 1Y | -14.5% | +113.2% | -127.7% | -12.3% |
| All | -14.5% | +110.3% | -124.7% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling