+1,384.0%
MU vs BTG
+99.9%
+1,284.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.3% |
| 7D | +7.5% | +2.4% | +5.1% | +6.8% |
| 30D | +19.4% | +9.5% | +9.9% | +16.3% |
| 3M | +9.8% | +38.5% | -28.7% | -0.3% |
| 6M | +164.1% | +5.6% | +158.5% | +155.3% |
| YTD | +260.3% | +23.9% | +236.4% | +233.6% |
| 1Y | +661.2% | +32.1% | +629.0% | +593.0% |
| All | +1,384.0% | +99.9% | +1,284.1% | +1,112.2% |
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 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