+1,701.5%
BX vs MPC
+2,977.1%
-1,275.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.4% | +5.4% | -9.8% | -6.3% |
| 30D | +0.1% | +31.0% | -30.9% | -9.5% |
| 3M | +16.0% | +46.0% | -30.0% | +0.2% |
| 6M | +21.6% | +77.3% | -55.7% | -3.6% |
| YTD | -8.9% | +141.9% | -150.8% | -36.1% |
| 1Y | -16.6% | +120.9% | -137.5% | -39.8% |
| 3Y | +43.3% | +182.7% | -139.3% | -8.3% |
| 5Y | +25.7% | +646.4% | -620.7% | -45.3% |
| 10Y | +689.5% | +1,138.7% | -449.2% | +142.1% |
| All | +1,701.5% | +2,977.1% | -1,275.6% | +202.3% |
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 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