+23.8%
BTDR vs MLM
+49.8%
-26.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.6% |
| 7D | +20.0% | -2.9% | +22.9% | +21.0% |
| 30D | +11.9% | -6.8% | +18.8% | +14.4% |
| 3M | -36.9% | -11.2% | -25.7% | -34.9% |
| 6M | +56.5% | -21.8% | +78.3% | +68.6% |
| YTD | +10.4% | -17.0% | +27.4% | +16.2% |
| 1Y | +3.1% | -16.4% | +19.4% | +7.6% |
| 3Y | -2.6% | +14.5% | -17.1% | -3.5% |
| 5Y | +25.2% | +41.7% | -16.6% | +26.0% |
| All | +23.8% | +49.8% | -26.0% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling