+27.5%
MCK vs BTDR
-75.7%
+103.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.7% | +18.9% | -0.9% |
| 7D | +9.3% | -29.9% | +39.2% | +7.2% |
| 30D | +16.3% | -51.3% | +67.6% | +11.8% |
| 3M | +22.3% | -52.0% | +74.3% | +18.1% |
| 6M | +34.1% | -57.5% | +91.6% | +29.6% |
| YTD | +31.1% | -52.6% | +83.7% | +26.8% |
| 1Y | +27.5% | -76.0% | +103.4% | +23.7% |
| All | +27.5% | -75.7% | +103.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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