-44.0%
BTDR vs MLM
+49.4%
-93.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.4% |
| 7D | -6.9% | -0.9% | -6.0% | -6.5% |
| 30D | -31.5% | +9.0% | -40.6% | -33.4% |
| 3M | -36.1% | -5.6% | -30.5% | -34.9% |
| 6M | -57.6% | -10.7% | -47.0% | -56.4% |
| YTD | -50.0% | -17.2% | -32.9% | -47.4% |
| 1Y | -49.6% | -14.2% | -35.4% | -47.5% |
| 3Y | +48.5% | +15.6% | +32.9% | +47.6% |
| 5Y | -43.8% | +26.2% | -70.1% | -43.4% |
| All | -44.0% | +49.4% | -93.4% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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