-18.3%
MKC vs BTG
+24.4%
-42.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.7% | -3.3% | +5.4% |
| 7D | +9.6% | -0.2% | +9.8% | +9.4% |
| 30D | +12.0% | -0.8% | +12.8% | +11.8% |
| 3M | -2.0% | +31.8% | -33.8% | -2.2% |
| 6M | +7.2% | +20.4% | -13.2% | +6.6% |
| YTD | -23.7% | +14.7% | -38.5% | -22.7% |
| 1Y | -18.3% | +29.4% | -47.7% | -16.8% |
| All | -18.3% | +24.4% | -42.7% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling