-20.7%
MDLN vs BTG
+17.9%
-38.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -11.1% | -3.8% | -7.3% | -10.9% |
| 30D | -8.4% | +3.6% | -12.0% | -8.4% |
| 3M | -12.4% | +32.0% | -44.4% | -13.0% |
| 6M | -23.3% | +3.4% | -26.6% | -22.7% |
| YTD | -22.5% | +20.8% | -43.3% | -27.3% |
| All | -20.7% | +17.9% | -38.6% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling