+1,888.4%
BX vs MXL
+298.4%
+1,590.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.5% | -11.2% | -5.1% |
| 7D | -5.7% | +19.0% | -24.6% | -9.0% |
| 30D | -8.9% | +4.5% | -13.4% | -10.6% |
| 3M | +8.4% | -1.5% | +9.9% | +2.8% |
| 6M | +18.9% | +348.6% | -329.7% | -28.2% |
| YTD | -13.6% | +310.3% | -323.9% | -47.0% |
| 1Y | -22.4% | +344.7% | -367.2% | -53.9% |
| 3Y | +26.0% | +211.2% | -185.2% | -27.5% |
| 5Y | +18.8% | +34.8% | -16.1% | -19.1% |
| 10Y | +668.7% | +286.5% | +382.2% | +264.1% |
| All | +1,888.4% | +298.4% | +1,590.0% | +698.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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