+2,802.6%
MULL vs BTG
+38.4%
+2,764.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.4% | +13.2% | +12.8% |
| 7D | +17.3% | -0.9% | +18.2% | +17.6% |
| 30D | +23.5% | +36.8% | -13.3% | -4.5% |
| 3M | -24.0% | +23.1% | -47.1% | -34.8% |
| 6M | +276.7% | +3.5% | +273.3% | +259.1% |
| YTD | +565.1% | +25.5% | +539.6% | +442.6% |
| 1Y | +2,802.6% | +40.1% | +2,762.5% | +2,228.6% |
| All | +2,802.6% | +38.4% | +2,764.2% | +2,228.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling