+10.5%
MCD vs PEG
+25.9%
-15.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +7.1% | -2.3% | +9.4% | +7.6% |
| 30D | +19.8% | +1.2% | +18.6% | +19.5% |
| 3M | +0.8% | -2.4% | +3.2% | +1.1% |
| 6M | -1.3% | -6.9% | +5.5% | -0.2% |
| YTD | -7.8% | -7.2% | -0.5% | -6.7% |
| 1Y | -5.0% | -8.9% | +3.9% | -3.6% |
| 3Y | +10.5% | +27.1% | -16.6% | +2.6% |
| All | +10.5% | +25.9% | -15.4% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling