-9.5%
MKTX vs BTG
+0.7%
-10.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -0.2% | -5.5% | +5.3% | +0.2% |
| 30D | +0.8% | +6.1% | -5.3% | +0.4% |
| 3M | +41.1% | +38.6% | +2.5% | +38.0% |
| 6M | -9.5% | +0.7% | -10.2% | -12.1% |
| All | -9.5% | +0.7% | -10.2% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling