-19.9%
BX vs MULL
+2,561.4%
-2,581.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.8% | -12.9% | -2.0% |
| 7D | -4.4% | +17.3% | -21.7% | -5.6% |
| 30D | +0.1% | +23.5% | -23.4% | -1.9% |
| 3M | +16.0% | -24.0% | +40.0% | +13.5% |
| 6M | +21.6% | +276.7% | -255.1% | -5.6% |
| YTD | -8.9% | +565.1% | -574.0% | -36.1% |
| 1Y | -16.6% | +2,802.6% | -2,819.2% | -56.4% |
| All | -19.9% | +2,561.4% | -2,581.2% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling