-3.9%
MCD vs BTI
+24.7%
-28.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.1% | +5.5% |
| 7D | +11.9% | +5.3% | +6.6% | +10.2% |
| 30D | +20.2% | +19.1% | +1.2% | +14.8% |
| 3M | +5.2% | +6.5% | -1.3% | +3.1% |
| 6M | 0.0% | +9.4% | -9.4% | -2.8% |
| YTD | -6.5% | +14.4% | -20.9% | -9.3% |
| 1Y | -3.9% | +23.9% | -27.8% | -9.9% |
| All | -3.9% | +24.7% | -28.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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