+27.6%
BX vs MPC
+645.9%
-618.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.4% | +5.4% | -9.8% | -6.2% |
| 30D | +0.1% | +31.0% | -30.9% | -9.1% |
| 3M | +16.0% | +46.0% | -30.0% | +0.7% |
| 6M | +21.6% | +77.3% | -55.7% | -3.4% |
| YTD | -8.9% | +141.9% | -150.8% | -36.8% |
| 1Y | -16.6% | +120.9% | -137.5% | -40.3% |
| 3Y | +43.3% | +182.7% | -139.3% | -12.6% |
| All | +27.6% | +645.9% | -618.3% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling