+181.3%
MCD vs BTG
+147.2%
+34.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -2.9% | +2.4% | -5.3% | -3.0% |
| 30D | -6.7% | +9.5% | -16.2% | -7.2% |
| 3M | -9.6% | +38.5% | -48.1% | -11.2% |
| 6M | -22.3% | +5.6% | -28.0% | -22.8% |
| YTD | -15.4% | +23.9% | -39.4% | -17.0% |
| 1Y | -16.8% | +32.1% | -48.9% | -18.8% |
| 3Y | -2.4% | +103.2% | -105.6% | -7.8% |
| 5Y | +19.4% | +79.7% | -60.4% | +12.4% |
| 10Y | +181.3% | +159.1% | +22.2% | +161.9% |
| All | +181.3% | +147.2% | +34.1% | +161.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling