+206.2%
MLM vs BTG
+139.8%
+66.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.3% |
| 7D | +1.4% | +4.8% | -3.4% | +0.9% |
| 30D | -6.5% | +8.3% | -14.9% | -7.3% |
| 3M | -7.4% | +32.3% | -39.7% | -10.1% |
| 6M | -15.8% | +3.0% | -18.8% | -16.7% |
| YTD | -17.4% | +21.9% | -39.3% | -19.7% |
| 1Y | -17.9% | +28.2% | -46.1% | -20.9% |
| 3Y | +18.9% | +99.9% | -81.0% | +8.8% |
| 5Y | +43.4% | +73.6% | -30.1% | +31.5% |
| 10Y | +206.2% | +136.5% | +69.7% | +175.5% |
| All | +206.2% | +139.8% | +66.4% | +175.5% |
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