+468.7%
BTSG vs MKC
-19.4%
+488.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.4% | +3.0% |
| 7D | +5.7% | -4.3% | +10.1% | +6.1% |
| 30D | +0.2% | -2.0% | +2.2% | +0.4% |
| 3M | +5.6% | +10.0% | -4.4% | +4.8% |
| 6M | +50.8% | -18.5% | +69.3% | +54.8% |
| YTD | +67.0% | -22.4% | +89.5% | +73.0% |
| 1Y | +145.5% | -23.6% | +169.2% | +155.0% |
| All | +468.7% | -19.4% | +488.2% | +472.5% |
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