+26.5%
MLM vs BTG
+30.0%
-3.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.9% | -9.1% | +8.2% | +0.3% |
| 30D | +9.0% | -1.6% | +10.6% | +9.0% |
| 3M | -5.6% | -2.8% | -2.8% | -5.7% |
| 6M | -10.7% | -7.6% | -3.1% | -10.8% |
| YTD | -17.2% | +10.2% | -27.4% | -19.9% |
| 1Y | -14.2% | +21.3% | -35.5% | -18.1% |
| 3Y | +15.6% | +82.7% | -67.1% | +0.8% |
| All | +26.5% | +30.0% | -3.4% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling