+426.2%
BTSG vs MKC
-20.7%
+446.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.6% |
| 7D | -5.8% | -2.8% | -3.0% | -5.6% |
| 30D | 0.0% | -3.4% | +3.4% | +0.3% |
| 3M | -4.5% | +3.8% | -8.2% | -4.8% |
| 6M | +40.0% | -17.9% | +57.9% | +43.5% |
| YTD | +54.6% | -23.6% | +78.2% | +60.3% |
| 1Y | +106.1% | -23.1% | +129.2% | +113.1% |
| All | +426.2% | -20.7% | +446.9% | +430.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling