+115.2%
BTI vs MLM
+41.9%
+73.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | -1.4% | -2.9% | +1.5% | -1.0% |
| 30D | -6.6% | -6.8% | +0.2% | -5.6% |
| 3M | -3.0% | -11.2% | +8.2% | -1.4% |
| 6M | -6.7% | -21.8% | +15.2% | -3.4% |
| YTD | +0.6% | -17.0% | +17.5% | +3.1% |
| 1Y | +5.6% | -16.4% | +22.0% | +8.0% |
| 3Y | +110.3% | +14.5% | +95.8% | +102.0% |
| All | +115.2% | +41.9% | +73.3% | +92.5% |
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 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