+5,744.5%
MU vs BX
+654.4%
+5,090.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.1% | -3.3% |
| 7D | +2.0% | -8.9% | +10.9% | +7.6% |
| 30D | +12.5% | -14.8% | +27.3% | +22.9% |
| 3M | +9.6% | +6.9% | +2.7% | +3.7% |
| 6M | +142.6% | +16.3% | +126.3% | +114.7% |
| YTD | +242.7% | -16.1% | +258.7% | +266.5% |
| 1Y | +599.3% | -26.8% | +626.1% | +709.0% |
| 3Y | +1,308.3% | +22.4% | +1,285.8% | +1,073.7% |
| 5Y | +1,263.7% | +16.0% | +1,247.7% | +995.2% |
| All | +5,744.5% | +654.4% | +5,090.1% | +1,395.0% |
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