-19.6%
BX vs MPC
+124.8%
-144.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.5% |
| 7D | -2.0% | +3.9% | -5.8% | -1.9% |
| 30D | -2.3% | +33.8% | -36.1% | -1.5% |
| 3M | +18.5% | +49.9% | -31.3% | +19.8% |
| 6M | +23.7% | +80.9% | -57.2% | +23.7% |
| YTD | -10.4% | +147.4% | -157.8% | -12.7% |
| 1Y | -19.6% | +123.2% | -142.8% | -20.5% |
| All | -19.6% | +124.8% | -144.3% | -20.5% |
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