+774.9%
MCD vs BX
+927.0%
-152.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -2.8% | -4.4% | +1.6% | -2.2% |
| 30D | -6.0% | +0.1% | -6.1% | -6.1% |
| 3M | -5.6% | +16.0% | -21.6% | -7.9% |
| 6M | -21.9% | +21.6% | -43.5% | -24.5% |
| YTD | -14.7% | -8.9% | -5.8% | -14.3% |
| 1Y | -17.3% | -16.6% | -0.6% | -15.9% |
| 3Y | -2.2% | +43.3% | -45.5% | -10.2% |
| 5Y | +20.3% | +25.7% | -5.4% | +9.5% |
| 10Y | +180.7% | +689.5% | -508.8% | +92.6% |
| All | +774.9% | +927.0% | -152.1% | +418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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