-3.9%
MCD vs BTG
+24.4%
-28.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.7% | -2.2% | +6.3% |
| 7D | +11.9% | -0.2% | +12.1% | +11.7% |
| 30D | +20.2% | -0.8% | +21.0% | +20.0% |
| 3M | +5.2% | +31.8% | -26.7% | +4.6% |
| 6M | 0.0% | +20.4% | -20.4% | -0.8% |
| YTD | -6.5% | +14.7% | -21.2% | -7.4% |
| 1Y | -3.9% | +29.4% | -33.3% | -5.8% |
| All | -3.9% | +24.4% | -28.3% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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