-11.7%
MP vs BTG
+29.7%
-41.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.7% |
| 7D | +3.0% | +4.8% | -1.8% | +0.8% |
| 30D | +8.3% | +8.3% | 0.0% | +4.3% |
| 3M | -3.8% | +32.3% | -36.1% | -16.4% |
| 6M | -4.9% | +3.0% | -7.9% | -8.7% |
| YTD | +9.6% | +21.9% | -12.3% | -5.9% |
| 1Y | -11.7% | +28.2% | -39.9% | -19.7% |
| All | -11.7% | +29.7% | -41.4% | -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 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