-13.4%
MLM vs BTG
+40.3%
-53.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +1.8% |
| 7D | -3.8% | +19.1% | -22.9% | -6.1% |
| 30D | +11.0% | +8.2% | +2.8% | +9.6% |
| 3M | -3.1% | +13.3% | -16.4% | -5.2% |
| 6M | -9.8% | +8.1% | -17.9% | -12.1% |
| YTD | -14.4% | +27.5% | -41.9% | -18.7% |
| All | -13.4% | +40.3% | -53.7% | -19.0% |
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