+2.9%
MCD vs BTSG
+476.3%
-473.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.7% |
| 7D | +5.9% | +4.4% | +1.6% | +5.9% |
| 30D | +19.6% | +8.5% | +11.2% | +19.5% |
| 3M | +3.3% | +10.8% | -7.5% | +3.0% |
| 6M | +3.5% | +26.1% | -22.6% | +2.7% |
| YTD | -6.1% | +84.6% | -90.8% | -8.3% |
| 1Y | -3.7% | +108.7% | -112.3% | -6.4% |
| All | +2.9% | +476.3% | -473.3% | -5.7% |
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