+4,407.5%
MU vs BX
+659.0%
+3,748.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.3% |
| 7D | +12.8% | +0.6% | +12.2% | +12.4% |
| 30D | -14.9% | +14.2% | -29.1% | -21.9% |
| 3M | -18.0% | -18.7% | +0.7% | -8.9% |
| 6M | -3.1% | +2.5% | -5.6% | -7.7% |
| YTD | +172.9% | -18.8% | +191.7% | +194.5% |
| 1Y | +228.8% | -10.3% | +239.2% | +233.6% |
| 3Y | +950.8% | +35.4% | +915.5% | +719.1% |
| 5Y | +931.3% | +0.3% | +931.0% | +809.0% |
| All | +4,407.5% | +659.0% | +3,748.6% | +962.2% |
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 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