+5,979.9%
MCD vs PEG
+2,907.1%
+3,072.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -6.0% | -2.4% | -3.6% | -5.3% |
| 3M | -5.6% | -4.8% | -0.8% | -4.2% |
| 6M | -21.9% | -10.7% | -11.2% | -19.2% |
| YTD | -14.7% | -6.7% | -8.0% | -13.1% |
| 1Y | -17.3% | -6.8% | -10.4% | -15.8% |
| 3Y | -2.2% | +34.5% | -36.6% | -12.8% |
| 5Y | +20.3% | +35.8% | -15.5% | +6.0% |
| 10Y | +180.7% | +141.7% | +39.0% | +104.9% |
| All | +5,979.9% | +2,907.1% | +3,072.8% | +1,686.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling