+31.8%
MCD vs BTDR
-35.9%
+67.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.3% |
| 7D | +7.3% | -7.4% | +14.6% | +7.3% |
| 30D | +20.0% | -33.4% | +53.4% | +20.0% |
| 3M | +3.8% | -26.3% | +30.1% | +3.8% |
| 6M | +3.8% | -52.4% | +56.2% | +3.8% |
| YTD | -5.9% | -42.8% | +37.0% | -6.0% |
| 1Y | -3.2% | -63.7% | +60.4% | -3.2% |
| 3Y | +13.3% | +61.5% | -48.2% | +11.3% |
| 5Y | +25.2% | -35.6% | +60.9% | +22.9% |
| All | +31.8% | -35.9% | +67.7% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling