+151.9%
BTI vs MLM
+28.3%
+123.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -3.2% | -2.0% | -1.2% | -2.9% |
| 30D | +9.7% | +9.5% | +0.2% | +8.1% |
| 3M | +11.1% | -4.7% | +15.8% | +11.8% |
| 6M | -1.2% | -10.7% | +9.5% | +0.2% |
| YTD | +12.7% | -16.6% | +29.2% | +15.4% |
| 1Y | +15.8% | -15.4% | +31.2% | +18.3% |
| 3Y | +148.9% | +15.9% | +133.0% | +137.9% |
| 5Y | +151.9% | +27.1% | +124.8% | +126.6% |
| All | +151.9% | +28.3% | +123.6% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling