+871.5%
MU vs BX
+37.8%
+833.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -15.2% | +3.7% | -18.9% | -16.6% |
| 30D | -29.5% | +8.2% | -37.8% | -32.7% |
| 3M | -15.8% | -12.7% | -3.1% | -10.2% |
| 6M | -2.9% | +1.0% | -3.8% | -6.1% |
| YTD | +154.2% | -17.2% | +171.5% | +176.2% |
| 1Y | +186.6% | -11.6% | +198.2% | +197.0% |
| 3Y | +871.5% | +36.8% | +834.7% | +696.6% |
| All | +871.5% | +37.8% | +833.7% | +696.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling