+86.5%
BTDR vs MLM
+18.0%
+68.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.4% | +10.2% |
| 7D | +7.7% | -5.8% | +13.5% | +13.1% |
| 30D | -24.1% | +9.8% | -33.9% | -29.5% |
| 3M | -19.1% | -5.2% | -13.9% | -16.3% |
| 6M | -46.6% | -10.3% | -36.3% | -43.3% |
| YTD | -37.3% | -15.5% | -21.8% | -31.3% |
| 1Y | -53.2% | -15.0% | -38.2% | -48.8% |
| All | +86.5% | +18.0% | +68.4% | -13.9% |
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