+5,025.7%
BTI vs MLM
+2,981.8%
+2,043.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -3.1% |
| 7D | -1.0% | -4.1% | +3.1% | -0.3% |
| 30D | +13.0% | +8.2% | +4.8% | +11.3% |
| 3M | +3.7% | -3.6% | +7.3% | +4.2% |
| 6M | +3.7% | -15.6% | +19.2% | +6.5% |
| YTD | +10.6% | -16.4% | +27.1% | +13.7% |
| 1Y | +17.1% | -14.3% | +31.4% | +19.8% |
| 3Y | +140.2% | +19.3% | +120.9% | +128.6% |
| 5Y | +152.2% | +29.6% | +122.6% | +133.1% |
| 10Y | +111.9% | +189.9% | -78.0% | +61.4% |
| All | +5,025.7% | +2,981.8% | +2,043.9% | +2,508.3% |
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