+6,475.2%
MCD vs BTI
+6,777.2%
-302.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.1% |
| 7D | +7.1% | -1.0% | +8.2% | +7.4% |
| 30D | +19.8% | +13.0% | +6.8% | +17.0% |
| 3M | +0.8% | +5.3% | -4.5% | -0.3% |
| 6M | -1.3% | +5.3% | -6.6% | -2.5% |
| YTD | -7.8% | +12.4% | -20.1% | -10.1% |
| 1Y | -5.0% | +18.9% | -23.9% | -8.5% |
| 3Y | +10.5% | +144.0% | -133.5% | -7.9% |
| 5Y | +22.0% | +156.3% | -134.3% | +0.1% |
| 10Y | +216.7% | +115.3% | +101.4% | +162.5% |
| All | +6,475.2% | +6,777.2% | -302.0% | +2,885.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling