-1.3%
MCD vs BTDR
-53.6%
+52.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.3% | -13.8% | 0.0% |
| 7D | +7.1% | -10.4% | +17.5% | +6.8% |
| 30D | +19.8% | -42.2% | +61.9% | +17.6% |
| 3M | +0.8% | -42.8% | +43.6% | -0.6% |
| 6M | -1.3% | -60.2% | +58.9% | -3.8% |
| All | -1.3% | -53.6% | +52.3% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling