+4,559.4%
BTI vs MLM
+2,961.7%
+1,597.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | -1.4% | -2.9% | +1.5% | -0.9% |
| 30D | -6.6% | -6.8% | +0.2% | -5.5% |
| 3M | -3.0% | -11.2% | +8.2% | -1.1% |
| 6M | -6.7% | -21.8% | +15.2% | -2.7% |
| YTD | +0.6% | -17.0% | +17.5% | +3.5% |
| 1Y | +5.6% | -16.4% | +22.0% | +8.5% |
| 3Y | +110.3% | +14.5% | +95.8% | +101.6% |
| 5Y | +114.3% | +41.7% | +72.5% | +94.6% |
| 10Y | +67.7% | +200.0% | -132.4% | +26.9% |
| All | +4,559.4% | +2,961.7% | +1,597.6% | +2,275.2% |
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