+153.8%
MU vs BX
+23.9%
+129.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.1% | +7.2% | +6.2% |
| 7D | +9.0% | -4.4% | +13.4% | +9.6% |
| 30D | +13.8% | +0.1% | +13.7% | +13.5% |
| 3M | +2.1% | +16.0% | -13.9% | -0.8% |
| 6M | +153.8% | +21.6% | +132.2% | +140.3% |
| All | +153.8% | +23.9% | +129.9% | +140.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling