+19.5%
MCD vs BTDR
+23.8%
-4.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.5% | -1.5% |
| 7D | -2.8% | +20.0% | -22.8% | -2.8% |
| 30D | -6.0% | +11.9% | -18.0% | -6.0% |
| 3M | -5.6% | -36.9% | +31.4% | -5.4% |
| 6M | -21.9% | +56.5% | -78.4% | -22.1% |
| YTD | -14.7% | +10.4% | -25.1% | -14.9% |
| 1Y | -17.3% | +3.1% | -20.3% | -17.5% |
| 3Y | -2.2% | -2.6% | +0.4% | -3.6% |
| 5Y | +20.3% | +25.2% | -4.9% | +18.1% |
| All | +19.5% | +23.8% | -4.3% | +17.0% |
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 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