+1,346.4%
MU vs BX
+19.7%
+1,326.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.4% | +4.6% |
| 7D | +7.5% | -5.7% | +13.2% | +10.6% |
| 30D | +19.4% | -8.9% | +28.3% | +24.6% |
| 3M | +9.8% | +8.4% | +1.4% | +3.8% |
| 6M | +164.1% | +18.9% | +145.2% | +133.8% |
| YTD | +260.3% | -13.6% | +273.9% | +278.5% |
| 1Y | +661.2% | -22.4% | +683.6% | +745.9% |
| 3Y | +1,380.8% | +26.0% | +1,354.8% | +1,157.3% |
| 5Y | +1,346.4% | +18.8% | +1,327.6% | +1,136.0% |
| All | +1,346.4% | +19.7% | +1,326.7% | +1,136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling