+4,524.1%
MU vs BX
+648.5%
+3,875.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.3% | 0.0% |
| 7D | +21.6% | -1.1% | +22.7% | +22.4% |
| 30D | -16.2% | +8.8% | -25.0% | -20.9% |
| 3M | -12.4% | -18.3% | +5.9% | -2.9% |
| 6M | +4.2% | -1.5% | +5.7% | +1.5% |
| YTD | +180.0% | -19.9% | +199.9% | +204.6% |
| 1Y | +226.4% | -14.5% | +240.9% | +241.0% |
| 3Y | +969.7% | +32.3% | +937.4% | +745.4% |
| 5Y | +957.9% | -1.1% | +959.0% | +840.2% |
| All | +4,524.1% | +648.5% | +3,875.6% | +998.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling