-32.1%
MKC vs BTG
+94.8%
-126.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -1.5% | -3.8% | +2.3% | -1.3% |
| 30D | -3.1% | +3.6% | -6.8% | -3.3% |
| 3M | +5.2% | +32.0% | -26.8% | +3.9% |
| 6M | -12.8% | +3.4% | -16.2% | -13.0% |
| YTD | -23.3% | +20.8% | -44.1% | -24.2% |
| 1Y | -24.1% | +22.4% | -46.5% | -25.2% |
| 3Y | -32.1% | +91.7% | -123.8% | -36.2% |
| All | -32.1% | +94.8% | -126.9% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling