+339.0%
MCK vs BTI
+118.0%
+221.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 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% | +14.2% |
| 6M | -5.4% | -4.0% | -1.5% | -4.8% |
| YTD | +7.8% | +0.4% | +7.4% | +7.5% |
| 1Y | +22.9% | +1.9% | +21.0% | +22.2% |
| 3Y | +110.7% | +108.5% | +2.2% | +83.7% |
| All | +339.0% | +118.0% | +221.0% | +267.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling