+2,302.1%
MULL vs BTG
+100.6%
+2,201.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.4% |
| 7D | -8.4% | -3.8% | -4.7% | -6.0% |
| 30D | +9.7% | +3.6% | +6.1% | +6.6% |
| 3M | -26.8% | +32.0% | -58.8% | -40.2% |
| 6M | +220.7% | +3.4% | +217.3% | +209.3% |
| YTD | +509.0% | +20.8% | +488.3% | +424.2% |
| 1Y | +1,739.5% | +22.4% | +1,717.1% | +1,461.9% |
| All | +2,302.1% | +100.6% | +2,201.6% | +1,071.4% |
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