+443.0%
MP vs BTG
+31.1%
+411.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.5% |
| 7D | -0.7% | +2.4% | -3.1% | -1.7% |
| 30D | -0.7% | +9.5% | -10.1% | -4.2% |
| 3M | 0.0% | +38.5% | -38.5% | -12.3% |
| 6M | -10.0% | +5.6% | -15.6% | -13.8% |
| YTD | +7.5% | +23.9% | -16.4% | -3.6% |
| 1Y | -14.0% | +32.1% | -46.1% | -24.9% |
| 3Y | +153.5% | +103.2% | +50.3% | +82.3% |
| 5Y | +62.7% | +79.7% | -17.0% | +19.1% |
| All | +443.0% | +31.1% | +411.9% | +303.3% |
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