+10.5%
MCD vs BTDR
+47.8%
-37.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.3% | -13.8% | -0.5% |
| 7D | +7.1% | -10.4% | +17.5% | +7.1% |
| 30D | +19.8% | -42.2% | +61.9% | +19.7% |
| 3M | +0.8% | -42.8% | +43.6% | +0.8% |
| 6M | -1.3% | -60.2% | +58.9% | -1.3% |
| YTD | -7.8% | -46.3% | +38.6% | -7.9% |
| 1Y | -5.0% | -71.7% | +66.7% | -4.8% |
| 3Y | +10.5% | +54.6% | -44.1% | +7.6% |
| All | +10.5% | +47.8% | -37.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling