+265.1%
MU vs BX
-8.3%
+273.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.2% | -13.2% | -7.9% |
| 7D | -19.1% | +8.3% | -27.4% | -20.2% |
| 30D | -25.2% | +13.5% | -38.8% | -27.1% |
| 3M | -10.9% | -7.6% | -3.3% | -9.0% |
| 6M | +38.0% | +4.0% | +34.0% | +37.2% |
| YTD | +178.8% | -15.2% | +194.0% | +197.5% |
| 1Y | +265.1% | -8.5% | +273.6% | +276.2% |
| All | +265.1% | -8.3% | +273.5% | +276.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling