-28.6%
BX vs MULL
+1,230.7%
-1,259.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.7% |
| 7D | +0.6% | +24.5% | -24.0% | -1.1% |
| 30D | +14.2% | -35.5% | +49.8% | +16.2% |
| 3M | -18.7% | -44.8% | +26.1% | -17.0% |
| 6M | +2.5% | -45.5% | +47.9% | -1.9% |
| YTD | -18.8% | +232.5% | -251.3% | -41.1% |
| 1Y | -10.3% | +343.3% | -353.6% | -38.6% |
| All | -28.6% | +1,230.7% | -1,259.3% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling