+20.8%
MCD vs PEG
+43.5%
-22.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.0% |
| 7D | -1.6% | +4.5% | -6.1% | -2.8% |
| 30D | +14.1% | +7.5% | +6.6% | +12.0% |
| 3M | +0.6% | +0.8% | -0.2% | +0.3% |
| 6M | 0.0% | 0.0% | 0.0% | -0.1% |
| YTD | -9.3% | -3.0% | -6.2% | -8.8% |
| 1Y | -9.3% | -4.7% | -4.6% | -8.4% |
| 3Y | +8.6% | +36.5% | -27.9% | -4.7% |
| All | +20.8% | +43.5% | -22.6% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling