+10.5%
MO vs BTDR
-4.8%
+15.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -0.7% |
| 7D | +0.3% | +20.0% | -19.6% | +1.3% |
| 30D | +0.6% | +11.9% | -11.3% | +1.5% |
| 3M | -1.0% | -36.9% | +36.0% | -0.7% |
| 6M | +4.3% | +56.5% | -52.2% | +6.5% |
| YTD | +23.3% | +10.4% | +12.8% | +25.8% |
| 1Y | +10.5% | +3.1% | +7.4% | +14.5% |
| All | +10.5% | -4.8% | +15.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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