+950.6%
BX vs MTB
+296.7%
+653.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -2.0% | +2.8% | -4.7% | -3.5% |
| 30D | -2.3% | -4.2% | +1.9% | +0.1% |
| 3M | +18.5% | +7.8% | +10.7% | +13.2% |
| 6M | +23.7% | +14.8% | +8.9% | +13.9% |
| YTD | -10.4% | +20.8% | -31.1% | -20.0% |
| 1Y | -19.6% | +23.1% | -42.7% | -29.0% |
| 3Y | +30.8% | +114.8% | -84.0% | -16.3% |
| 5Y | +24.3% | +103.3% | -78.9% | -20.2% |
| 10Y | +679.5% | +173.0% | +506.5% | +266.2% |
| All | +950.6% | +296.7% | +653.9% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling