+1,496.3%
BX vs MPC
+2,849.2%
-1,352.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.8% | -16.2% | +18.0% | +8.0% |
| 30D | +7.9% | -15.7% | +23.6% | +13.7% |
| 3M | -9.6% | +24.9% | -34.5% | -17.8% |
| 6M | -2.3% | +52.7% | -54.9% | -18.3% |
| YTD | -19.3% | +131.9% | -151.1% | -43.2% |
| 1Y | -13.2% | +96.6% | -109.9% | -35.2% |
| 3Y | +33.8% | +163.8% | -130.0% | -13.1% |
| 5Y | 0.0% | +533.1% | -533.1% | -54.2% |
| 10Y | +685.4% | +1,118.6% | -433.3% | +139.9% |
| All | +1,496.3% | +2,849.2% | -1,352.9% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling