+49.2%
MDY vs BTG
+94.8%
-45.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -1.9% | -3.8% | +1.9% | -1.5% |
| 30D | -4.6% | +3.6% | -8.3% | -5.1% |
| 3M | -1.2% | +32.0% | -33.2% | -4.5% |
| 6M | +9.2% | +3.4% | +5.8% | +7.8% |
| YTD | +13.1% | +20.8% | -7.7% | +9.3% |
| 1Y | +13.0% | +22.4% | -9.4% | +8.3% |
| 3Y | +49.2% | +91.7% | -42.5% | +32.5% |
| All | +49.2% | +94.8% | -45.6% | +32.5% |
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