-6.5%
MCD vs BTSG
+406.1%
-412.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.8% | +2.7% | -5.5% | -2.9% |
| 30D | -6.0% | -3.6% | -2.4% | -6.0% |
| 3M | -5.6% | +5.8% | -11.4% | -5.9% |
| 6M | -21.9% | +44.7% | -66.6% | -23.0% |
| YTD | -14.7% | +62.2% | -76.9% | -16.4% |
| 1Y | -17.3% | +152.1% | -169.4% | -20.6% |
| All | -6.5% | +406.1% | -412.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling