-5.4%
MCK vs BTSG
+43.2%
-48.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.2% |
| 7D | -2.9% | -3.3% | +0.4% | -3.1% |
| 30D | +0.4% | -1.6% | +2.0% | +0.4% |
| 3M | +12.1% | -6.9% | +19.0% | +12.7% |
| 6M | -5.4% | +42.1% | -47.5% | -5.6% |
| All | -5.4% | +43.2% | -48.7% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling