+10.5%
MCD vs BTI
+143.0%
-132.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.4% |
| 7D | +7.1% | -1.0% | +8.2% | +7.5% |
| 30D | +19.8% | +13.0% | +6.8% | +16.0% |
| 3M | +0.8% | +5.3% | -4.5% | -0.7% |
| 6M | -1.3% | +5.3% | -6.6% | -3.0% |
| YTD | -7.8% | +12.4% | -20.1% | -10.9% |
| 1Y | -5.0% | +18.9% | -23.9% | -9.7% |
| 3Y | +10.5% | +144.0% | -133.5% | -14.2% |
| All | +10.5% | +143.0% | -132.5% | -14.2% |
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 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