+149.4%
MAR vs BTG
+78.0%
+71.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -0.5% | -3.8% | +3.2% | -0.2% |
| 30D | -5.4% | +3.6% | -9.1% | -5.7% |
| 3M | -15.5% | +32.0% | -47.5% | -17.7% |
| 6M | +3.0% | +3.4% | -0.4% | +2.0% |
| YTD | +8.5% | +20.8% | -12.3% | +5.4% |
| 1Y | +26.0% | +22.4% | +3.5% | +21.3% |
| 3Y | +68.6% | +91.7% | -23.1% | +50.2% |
| All | +149.4% | +78.0% | +71.4% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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