+5,731.6%
MU vs BTG
+159.3%
+5,572.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -4.1% | -3.8% | -0.3% | -3.6% |
| 30D | +7.0% | +3.6% | +3.4% | +6.4% |
| 3M | -2.1% | +32.0% | -34.1% | -6.1% |
| 6M | +133.1% | +3.4% | +129.7% | +130.1% |
| YTD | +241.9% | +20.8% | +221.1% | +230.8% |
| 1Y | +548.8% | +22.4% | +526.3% | +526.0% |
| 3Y | +1,308.2% | +91.7% | +1,216.5% | +1,184.8% |
| 5Y | +1,260.7% | +79.0% | +1,181.7% | +1,136.5% |
| All | +5,731.6% | +159.3% | +5,572.4% | +5,301.2% |
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