-6.5%
MCD vs BTSG
+421.3%
-427.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | 0.0% |
| 7D | -2.0% | +5.7% | -7.8% | -2.1% |
| 30D | -6.1% | +0.2% | -6.3% | -6.2% |
| 3M | -7.3% | +5.6% | -12.9% | -7.6% |
| 6M | -20.9% | +50.8% | -71.7% | -22.2% |
| YTD | -14.7% | +67.0% | -81.7% | -16.4% |
| 1Y | -16.1% | +145.5% | -161.6% | -19.3% |
| All | -6.5% | +421.3% | -427.8% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling