+2,581.4%
MULL vs BTG
+105.8%
+2,475.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +4.4% |
| 7D | +14.8% | +2.4% | +12.4% | +12.9% |
| 30D | +36.6% | +9.5% | +27.1% | +28.2% |
| 3M | -8.9% | +38.5% | -47.4% | -27.6% |
| 6M | +311.9% | +5.6% | +306.3% | +290.9% |
| YTD | +579.8% | +23.9% | +555.9% | +474.9% |
| 1Y | +2,421.5% | +32.1% | +2,389.4% | +1,952.8% |
| All | +2,581.4% | +105.8% | +2,475.6% | +1,184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling