+475.1%
MULL vs BTG
+24.4%
+450.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.7% | -22.5% | -19.5% |
| 7D | -35.9% | -0.2% | -35.7% | -36.4% |
| 30D | -47.3% | -0.8% | -46.6% | -47.6% |
| 3M | -30.6% | +31.8% | -62.4% | -45.7% |
| 6M | +13.7% | +20.4% | -6.7% | +2.1% |
| YTD | +272.1% | +14.7% | +257.4% | +218.3% |
| 1Y | +475.1% | +29.4% | +445.7% | +301.2% |
| All | +475.1% | +24.4% | +450.7% | +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 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