-69.4%
BTDR vs MKC
-18.2%
-51.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.4% | -11.1% | -2.2% |
| 7D | -17.6% | +9.6% | -27.1% | -12.3% |
| 30D | -40.3% | +12.0% | -52.3% | -35.4% |
| 3M | -42.6% | -2.0% | -40.6% | -42.0% |
| 6M | -46.3% | +7.2% | -53.5% | -44.0% |
| YTD | -41.7% | -23.7% | -18.0% | -43.5% |
| 1Y | -69.4% | -18.3% | -51.1% | -69.0% |
| All | -69.4% | -18.2% | -51.2% | -69.0% |
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