+8.6%
MCD vs BTI
+149.4%
-140.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -1.6% | +1.6% | -3.3% | -2.1% |
| 30D | +14.1% | +9.2% | +4.9% | +11.5% |
| 3M | +0.6% | +9.6% | -9.0% | -1.9% |
| 6M | 0.0% | -2.4% | +2.5% | +0.2% |
| YTD | -9.3% | +14.2% | -23.5% | -12.8% |
| 1Y | -9.3% | +20.3% | -29.6% | -14.1% |
| 3Y | +8.6% | +147.4% | -138.8% | -16.0% |
| All | +8.6% | +149.4% | -140.8% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling