+16.0%
BX vs MTB
+101.1%
-85.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.1% |
| 7D | -8.9% | -0.4% | -8.5% | -8.7% |
| 30D | -14.8% | -4.6% | -10.2% | -12.3% |
| 3M | +6.9% | +7.4% | -0.5% | +1.8% |
| 6M | +16.3% | +18.7% | -2.4% | +3.7% |
| YTD | -16.1% | +21.1% | -37.2% | -26.2% |
| 1Y | -26.8% | +24.1% | -50.9% | -36.7% |
| 3Y | +22.4% | +115.3% | -92.9% | -24.0% |
| 5Y | +16.0% | +106.0% | -90.0% | -22.3% |
| All | +16.0% | +101.1% | -85.1% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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