+131.7%
MP vs BTG
+91.8%
+39.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.5% | +4.0% |
| 7D | -10.5% | +17.4% | -27.9% | -16.1% |
| 30D | -23.5% | +8.0% | -31.5% | -26.1% |
| 3M | -25.4% | +32.5% | -57.9% | -34.0% |
| 6M | -51.3% | +21.6% | -72.8% | -55.9% |
| YTD | -29.9% | +21.2% | -51.1% | -37.4% |
| 1Y | -31.8% | +43.9% | -75.7% | -42.9% |
| All | +131.7% | +91.8% | +39.9% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling