+110.7%
MCK vs BTI
+109.4%
+1.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +0.4% | -1.1% | +1.5% | +0.6% |
| 3M | +12.1% | -8.8% | +20.9% | +13.6% |
| 6M | -5.4% | -4.0% | -1.5% | -4.8% |
| YTD | +7.8% | +0.4% | +7.4% | +8.1% |
| 1Y | +22.9% | +1.9% | +21.0% | +23.1% |
| 3Y | +110.7% | +108.5% | +2.2% | +121.4% |
| All | +110.7% | +109.4% | +1.3% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling