-16.4%
MLM vs BTG
+38.4%
-54.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | -6.8% | +36.8% | -43.7% | -10.4% |
| 3M | -11.2% | +23.1% | -34.3% | -14.0% |
| 6M | -21.8% | +3.5% | -25.3% | -23.6% |
| YTD | -17.0% | +25.5% | -42.5% | -19.5% |
| 1Y | -16.4% | +40.1% | -56.5% | -22.8% |
| All | -16.4% | +38.4% | -54.7% | -22.8% |
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