-24.4%
BX vs MULL
+2,337.2%
-2,361.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.6% | +2.6% |
| 7D | -5.6% | -8.4% | +2.8% | -5.0% |
| 30D | -12.2% | +9.7% | -21.9% | -13.2% |
| 3M | +7.4% | -26.8% | +34.2% | +6.0% |
| 6M | +22.2% | +220.7% | -198.5% | -3.5% |
| YTD | -14.0% | +509.0% | -523.1% | -39.3% |
| 1Y | -27.3% | +1,739.5% | -1,766.8% | -58.9% |
| All | -24.4% | +2,337.2% | -2,361.5% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling