-2.9%
BTDR vs MLM
+15.1%
-18.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.1% |
| 7D | +20.0% | -2.9% | +22.9% | +22.3% |
| 30D | +11.9% | -6.8% | +18.8% | +17.5% |
| 3M | -36.9% | -11.2% | -25.7% | -32.6% |
| 6M | +56.5% | -21.8% | +78.3% | +86.7% |
| YTD | +10.4% | -17.0% | +27.4% | +22.5% |
| 1Y | +3.1% | -16.4% | +19.4% | +11.4% |
| All | -2.9% | +15.1% | -18.1% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling