-9.3%
MCD vs BTDR
-48.4%
+39.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.0% | -0.8% |
| 7D | -1.6% | -6.9% | +5.3% | -1.8% |
| 30D | +14.1% | -31.5% | +45.7% | +13.3% |
| 3M | +0.6% | -36.1% | +36.7% | -0.1% |
| 6M | 0.0% | -57.6% | +57.7% | -1.4% |
| YTD | -9.3% | -50.0% | +40.8% | -10.2% |
| 1Y | -9.3% | -49.6% | +40.3% | -9.8% |
| All | -9.3% | -48.4% | +39.1% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling