+18.4%
MCD vs BTDR
+23.3%
-4.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.9% |
| 7D | -2.9% | +14.8% | -17.7% | -2.9% |
| 30D | -6.7% | +41.8% | -48.5% | -6.8% |
| 3M | -9.6% | -29.2% | +19.6% | -9.4% |
| 6M | -22.3% | +66.2% | -88.5% | -22.5% |
| YTD | -15.4% | +10.0% | -25.4% | -15.6% |
| 1Y | -16.8% | -11.0% | -5.8% | -17.0% |
| 3Y | -2.4% | +6.9% | -9.3% | -3.9% |
| 5Y | +19.4% | +24.7% | -5.3% | +17.2% |
| All | +18.4% | +23.3% | -4.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling