+16.5%
MDY vs BTG
+38.4%
-21.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | -1.5% | +36.8% | -38.3% | -4.6% |
| 3M | +0.8% | +23.1% | -22.3% | -1.6% |
| 6M | +7.4% | +3.5% | +4.0% | +5.9% |
| YTD | +15.2% | +25.5% | -10.3% | +11.3% |
| 1Y | +16.5% | +40.1% | -23.6% | +9.4% |
| All | +16.5% | +38.4% | -21.8% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling