+180.0%
MCD vs BTI
+67.8%
+112.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.0% | -1.4% | -0.7% | -1.6% |
| 30D | -6.1% | -7.0% | +0.9% | -4.2% |
| 3M | -7.3% | -6.3% | -0.9% | -5.7% |
| 6M | -20.9% | -2.0% | -19.0% | -20.8% |
| YTD | -14.7% | +0.2% | -14.9% | -15.2% |
| 1Y | -16.1% | +3.8% | -19.9% | -17.6% |
| 3Y | -1.5% | +112.1% | -113.6% | -22.4% |
| 5Y | +20.4% | +113.6% | -93.2% | -6.5% |
| 10Y | +180.0% | +69.6% | +110.4% | +120.6% |
| All | +180.0% | +67.8% | +112.2% | +120.6% |
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