-16.8%
MCD vs BTG
+29.1%
-45.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -2.9% | +2.4% | -5.3% | -2.9% |
| 30D | -6.7% | +9.5% | -16.2% | -6.8% |
| 3M | -9.6% | +38.5% | -48.1% | -9.8% |
| 6M | -22.3% | +5.6% | -28.0% | -22.5% |
| YTD | -15.4% | +23.9% | -39.4% | -15.9% |
| 1Y | -16.8% | +32.1% | -48.9% | -17.3% |
| All | -16.8% | +29.1% | -45.9% | -17.3% |
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