+20.4%
MCD vs BTG
+72.2%
-51.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -2.0% | +4.8% | -6.8% | -2.2% |
| 30D | -6.1% | +8.3% | -14.5% | -6.4% |
| 3M | -7.3% | +32.3% | -39.6% | -8.3% |
| 6M | -20.9% | +3.0% | -23.9% | -21.2% |
| YTD | -14.7% | +21.9% | -36.6% | -15.8% |
| 1Y | -16.1% | +28.2% | -44.3% | -17.7% |
| 3Y | -1.5% | +99.9% | -101.4% | -6.0% |
| 5Y | +20.4% | +73.6% | -53.1% | +15.7% |
| All | +20.4% | +72.2% | -51.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling