+3,987.0%
BTI vs MDY
+2,615.3%
+1,371.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -2.4% | -0.8% | -1.7% | -2.1% |
| 30D | -4.8% | -3.9% | -0.9% | -3.2% |
| 3M | -8.1% | 0.0% | -8.1% | -8.2% |
| 6M | -4.2% | +8.5% | -12.7% | -7.7% |
| YTD | -1.3% | +13.2% | -14.5% | -6.6% |
| 1Y | +2.1% | +15.0% | -12.9% | -4.1% |
| 3Y | +108.9% | +49.6% | +59.3% | +72.3% |
| 5Y | +114.5% | +46.0% | +68.5% | +76.2% |
| 10Y | +72.2% | +176.4% | -104.1% | +5.4% |
| All | +3,987.0% | +2,615.3% | +1,371.8% | +1,032.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling