-7.5%
MKTX vs BTG
+38.4%
-45.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +1.1% | +36.8% | -35.7% | -0.6% |
| 3M | +36.1% | +23.1% | +13.0% | +33.9% |
| 6M | -12.9% | +3.5% | -16.3% | -13.7% |
| YTD | -8.5% | +25.5% | -34.0% | -10.2% |
| 1Y | -7.5% | +40.1% | -47.6% | -14.2% |
| All | -7.5% | +38.4% | -45.9% | -14.2% |
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