+4.6%
MKTX vs BTG
+159.3%
-154.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -0.2% | -3.8% | +3.5% | +0.2% |
| 30D | +0.7% | +3.6% | -2.9% | +0.2% |
| 3M | +40.8% | +32.0% | +8.8% | +36.1% |
| 6M | -8.0% | +3.4% | -11.4% | -9.2% |
| YTD | -8.7% | +20.8% | -29.5% | -12.0% |
| 1Y | -11.8% | +22.4% | -34.3% | -15.6% |
| 3Y | -24.0% | +91.7% | -115.7% | -32.2% |
| 5Y | -60.3% | +79.0% | -139.3% | -64.7% |
| All | +4.6% | +159.3% | -154.7% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling