+153.5%
MLM vs BTG
+148.3%
+5.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +2.0% |
| 7D | -3.8% | +19.1% | -22.9% | -5.4% |
| 30D | +11.0% | +8.2% | +2.8% | +10.1% |
| 3M | -3.1% | +13.3% | -16.4% | -4.4% |
| 6M | -9.8% | +8.1% | -17.9% | -11.1% |
| YTD | -14.4% | +27.5% | -41.9% | -17.2% |
| 1Y | -12.6% | +47.1% | -59.6% | -16.5% |
| 3Y | +19.7% | +105.8% | -86.0% | +9.3% |
| 5Y | +29.8% | +55.8% | -26.1% | +19.5% |
| 10Y | +153.5% | +161.8% | -8.3% | +125.5% |
| All | +153.5% | +148.3% | +5.3% | +125.5% |
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 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