+427.0%
MCK vs BTG
+159.3%
+267.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -2.9% | -3.8% | +0.8% | -2.8% |
| 30D | +0.4% | +3.6% | -3.2% | +0.3% |
| 3M | +12.1% | +32.0% | -19.9% | +11.3% |
| 6M | -5.4% | +3.4% | -8.8% | -5.6% |
| YTD | +7.8% | +20.8% | -13.0% | +6.9% |
| 1Y | +22.9% | +22.4% | +0.5% | +21.8% |
| 3Y | +110.7% | +91.7% | +19.0% | +104.6% |
| 5Y | +346.2% | +79.0% | +267.2% | +333.1% |
| All | +427.0% | +159.3% | +267.8% | +408.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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