+205.9%
MCD vs BTG
+160.5%
+45.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.5% |
| 7D | -1.9% | +1.4% | -3.3% | -2.0% |
| 30D | +16.6% | -1.1% | +17.8% | +16.6% |
| 3M | +0.9% | +2.5% | -1.6% | +0.6% |
| 6M | +1.5% | -3.1% | +4.5% | +1.2% |
| YTD | -8.3% | +16.3% | -24.6% | -9.9% |
| 1Y | -8.1% | +27.6% | -35.7% | -10.2% |
| 3Y | +10.3% | +89.5% | -79.2% | +4.3% |
| 5Y | +23.4% | +33.6% | -10.2% | +18.0% |
| 10Y | +205.9% | +178.2% | +27.7% | +187.9% |
| All | +205.9% | +160.5% | +45.4% | +187.9% |
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