+180.0%
MCD vs PEG
+145.3%
+34.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -2.0% | +1.0% | -3.1% | -2.4% |
| 30D | -6.1% | -1.9% | -4.3% | -5.4% |
| 3M | -7.3% | -3.7% | -3.6% | -5.9% |
| 6M | -20.9% | -9.4% | -11.5% | -17.9% |
| YTD | -14.7% | -6.0% | -8.7% | -12.9% |
| 1Y | -16.1% | -4.4% | -11.8% | -15.2% |
| 3Y | -1.5% | +33.5% | -35.0% | -16.9% |
| 5Y | +20.4% | +35.7% | -15.3% | -0.9% |
| 10Y | +180.0% | +140.4% | +39.6% | +78.8% |
| All | +180.0% | +145.3% | +34.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling