-39.9%
BTDR vs MLM
+50.8%
-90.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.8% | +15.1% | +13.8% |
| 7D | -10.4% | -4.1% | -6.2% | -9.1% |
| 30D | -42.2% | +8.2% | -50.3% | -43.6% |
| 3M | -42.8% | -3.6% | -39.2% | -42.3% |
| 6M | -60.2% | -15.6% | -44.6% | -58.2% |
| YTD | -46.3% | -16.4% | -29.9% | -43.7% |
| 1Y | -71.7% | -14.3% | -57.3% | -70.5% |
| 3Y | +54.6% | +19.3% | +35.3% | +53.3% |
| 5Y | -39.5% | +29.6% | -69.1% | -39.4% |
| All | -39.9% | +50.8% | -90.6% | -39.6% |
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