-26.2%
BX vs MULL
+2,366.2%
-2,392.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.3% | +6.5% | -2.1% |
| 7D | -8.9% | +3.6% | -12.5% | -9.2% |
| 30D | -14.8% | +22.0% | -36.8% | -16.4% |
| 3M | +6.9% | -8.6% | +15.6% | +3.1% |
| 6M | +16.3% | +248.5% | -232.2% | -9.1% |
| YTD | -16.1% | +516.3% | -532.4% | -40.8% |
| 1Y | -26.8% | +2,036.6% | -2,063.4% | -59.8% |
| All | -26.2% | +2,366.2% | -2,392.3% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling