-16.8%
MP vs BTG
+48.8%
-65.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.5% | +4.0% |
| 7D | -10.5% | +17.4% | -27.9% | -16.5% |
| 30D | -23.5% | +8.0% | -31.5% | -26.3% |
| 3M | -25.4% | +32.5% | -57.9% | -34.6% |
| 6M | -51.3% | +21.6% | -72.8% | -56.3% |
| YTD | -29.9% | +21.2% | -51.1% | -38.1% |
| 1Y | -31.8% | +43.9% | -75.7% | -43.9% |
| 3Y | +127.0% | +78.6% | +48.4% | +60.8% |
| All | -16.8% | +48.8% | -65.6% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling