+995.4%
MU vs BTG
+92.1%
+903.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.4% | +14.3% | +12.5% |
| 7D | +2.0% | +1.4% | +0.7% | +1.4% |
| 30D | -18.0% | -1.1% | -16.8% | -18.1% |
| 3M | -6.6% | +2.5% | -9.1% | -7.9% |
| 6M | +2.0% | -3.1% | +5.1% | +0.8% |
| YTD | +184.5% | +16.3% | +168.2% | +166.2% |
| 1Y | +236.9% | +27.6% | +209.3% | +207.9% |
| All | +995.4% | +92.1% | +903.3% | +802.0% |
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