+211.3%
MCD vs PEP
+81.7%
+129.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +5.9% | +1.0% | +4.9% | +5.4% |
| 30D | +19.6% | +12.6% | +7.0% | +12.5% |
| 3M | +3.3% | +3.1% | +0.1% | +1.6% |
| 6M | +3.5% | -6.3% | +9.8% | +6.7% |
| YTD | -6.1% | +1.9% | -8.0% | -7.6% |
| 1Y | -3.7% | +3.3% | -6.9% | -6.0% |
| 3Y | +13.4% | -4.8% | +18.2% | +13.9% |
| 5Y | +25.2% | +2.0% | +23.1% | +20.2% |
| 10Y | +211.3% | +80.3% | +130.9% | +136.8% |
| All | +211.3% | +81.7% | +129.6% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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