+3.1%
BTDR vs MKC
-23.4%
+26.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.4% |
| 7D | +20.0% | -5.9% | +25.8% | +16.5% |
| 30D | +11.9% | -0.9% | +12.8% | +11.7% |
| 3M | -36.9% | +12.7% | -49.7% | -34.0% |
| 6M | +56.5% | -19.3% | +75.8% | +51.5% |
| YTD | +10.4% | -22.2% | +32.6% | +5.4% |
| 1Y | +3.1% | -23.3% | +26.4% | +5.5% |
| All | +3.1% | -23.4% | +26.5% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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