-10.5%
MLM vs BTG
+24.4%
-34.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.7% | -6.4% | +1.2% |
| 7D | +9.1% | -0.2% | +9.3% | +9.0% |
| 30D | +14.6% | -0.8% | +15.4% | +14.5% |
| 3M | +0.3% | +31.8% | -31.5% | -4.3% |
| 6M | -7.5% | +20.4% | -27.9% | -11.1% |
| YTD | -10.2% | +14.7% | -25.0% | -13.6% |
| 1Y | -10.5% | +29.4% | -39.8% | -15.5% |
| All | -10.5% | +24.4% | -34.9% | -15.5% |
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 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