-17.3%
MCD vs BTSG
+152.4%
-169.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.6% |
| 7D | -2.8% | +2.7% | -5.5% | -2.7% |
| 30D | -6.0% | -3.6% | -2.4% | -6.2% |
| 3M | -5.6% | +5.8% | -11.4% | -5.4% |
| 6M | -21.9% | +44.7% | -66.6% | -21.2% |
| YTD | -14.7% | +62.2% | -76.9% | -14.0% |
| 1Y | -17.3% | +152.1% | -169.4% | -15.5% |
| All | -17.3% | +152.4% | -169.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling