+10.8%
BTDR vs MKC
-31.7%
+42.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.6% |
| 7D | -3.2% | -2.8% | -0.4% | -3.4% |
| 30D | +32.7% | -3.4% | +36.1% | +32.2% |
| 3M | -28.4% | +3.8% | -32.2% | -28.8% |
| 6M | +51.7% | -17.9% | +69.6% | +55.2% |
| YTD | +2.9% | -23.6% | +26.5% | +6.3% |
| 1Y | -15.5% | -23.1% | +7.6% | -12.8% |
| All | +10.8% | -31.7% | +42.4% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling