+26.7%
BTDR vs MKC
-31.9%
+58.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.3% |
| 7D | +22.4% | -4.3% | +26.8% | +22.1% |
| 30D | +16.5% | -2.0% | +18.5% | +16.3% |
| 3M | -31.5% | +10.0% | -41.5% | -31.7% |
| 6M | +74.0% | -18.5% | +92.6% | +76.5% |
| YTD | +13.0% | -22.4% | +35.4% | +15.0% |
| 1Y | -0.2% | -23.6% | +23.4% | +1.7% |
| 3Y | +9.9% | -30.4% | +40.3% | +10.9% |
| 5Y | +28.1% | -34.2% | +62.3% | +30.0% |
| All | +26.7% | -31.9% | +58.6% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling