+504.6%
MLM vs BTG
+375.3%
+129.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | -4.1% | +17.4% | -21.5% | -5.3% |
| 30D | +8.2% | +8.0% | +0.2% | +7.4% |
| 3M | -3.6% | +32.5% | -36.1% | -5.9% |
| 6M | -15.6% | +21.6% | -37.1% | -17.2% |
| YTD | -16.4% | +21.2% | -37.7% | -18.4% |
| 1Y | -14.3% | +43.9% | -58.2% | -17.4% |
| 3Y | +19.3% | +78.6% | -59.3% | +11.9% |
| 5Y | +29.6% | +48.8% | -19.2% | +22.0% |
| 10Y | +189.9% | +136.8% | +53.1% | +156.9% |
| All | +504.6% | +375.3% | +129.3% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling