+500.7%
MLM vs BTG
+392.0%
+108.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.2% |
| 7D | -2.9% | -0.9% | -2.0% | -2.9% |
| 30D | -6.8% | +36.8% | -43.7% | -9.1% |
| 3M | -11.2% | +23.1% | -34.3% | -12.8% |
| 6M | -21.8% | +3.5% | -25.3% | -22.5% |
| YTD | -17.0% | +25.5% | -42.5% | -19.0% |
| 1Y | -16.4% | +40.1% | -56.5% | -19.3% |
| 3Y | +14.5% | +101.1% | -86.6% | +6.6% |
| 5Y | +41.7% | +70.6% | -28.8% | +32.4% |
| 10Y | +200.0% | +152.1% | +47.9% | +164.6% |
| All | +500.7% | +392.0% | +108.7% | +273.0% |
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 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