+118.3%
BTI vs MDY
+46.3%
+72.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | -1.1% | -4.6% | +3.6% | +0.3% |
| 3M | -8.8% | -1.2% | -7.5% | -8.5% |
| 6M | -4.0% | +9.2% | -13.2% | -6.6% |
| YTD | +0.4% | +13.1% | -12.7% | -3.5% |
| 1Y | +1.9% | +13.0% | -11.1% | -2.0% |
| 3Y | +108.5% | +49.2% | +59.3% | +78.4% |
| All | +118.3% | +46.3% | +72.0% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling