-8.7%
MCD vs PEG
-7.1%
-1.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -1.6% | +2.3% | -3.9% | -2.3% |
| 30D | +16.0% | +6.1% | +9.9% | +14.2% |
| 3M | 0.0% | -0.5% | +0.5% | -0.2% |
| 6M | +0.9% | -3.2% | +4.1% | +1.5% |
| YTD | -8.7% | -4.4% | -4.3% | -7.6% |
| All | -8.7% | -7.1% | -1.6% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling