+643.8%
MCD vs BTG
+392.0%
+251.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -6.0% | +36.8% | -42.8% | -6.7% |
| 3M | -5.6% | +23.1% | -28.7% | -6.1% |
| 6M | -21.9% | +3.5% | -25.3% | -22.1% |
| YTD | -14.7% | +25.5% | -40.2% | -15.4% |
| 1Y | -17.3% | +40.1% | -57.4% | -18.2% |
| 3Y | -2.2% | +101.1% | -103.3% | -4.4% |
| 5Y | +20.3% | +70.6% | -50.3% | +17.5% |
| 10Y | +180.7% | +152.1% | +28.6% | +172.2% |
| All | +643.8% | +392.0% | +251.8% | +631.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling