+0.4%
BX vs MPC
+600.5%
-600.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.6% | +11.2% | -10.7% | -2.7% |
| 30D | +14.2% | -14.5% | +28.7% | +19.4% |
| 3M | -18.7% | +16.7% | -35.4% | -24.0% |
| 6M | +2.5% | +67.6% | -65.1% | -16.6% |
| YTD | -18.8% | +157.9% | -176.7% | -45.6% |
| 1Y | -10.3% | +116.7% | -127.0% | -35.4% |
| 3Y | +35.4% | +199.8% | -164.4% | -19.9% |
| All | +0.4% | +600.5% | -600.1% | -63.9% |
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