+195.2%
MCD vs BTI
+128.6%
+66.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | -3.2% | +1.6% | -0.6% |
| 30D | +16.0% | +9.7% | +6.4% | +12.9% |
| 3M | 0.0% | +11.1% | -11.1% | -3.1% |
| 6M | +0.9% | -1.2% | +2.1% | +1.0% |
| YTD | -8.7% | +12.7% | -21.4% | -12.4% |
| 1Y | -8.6% | +15.8% | -24.4% | -13.1% |
| 3Y | +9.9% | +148.9% | -139.0% | -17.9% |
| 5Y | +22.6% | +151.9% | -129.3% | -9.9% |
| All | +195.2% | +128.6% | +66.6% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling