+6,434.3%
MCD vs PEP
+3,322.7%
+3,111.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -1.9% | +1.1% | -3.0% | -2.3% |
| 30D | +16.6% | +13.6% | +3.0% | +11.2% |
| 3M | +0.9% | +5.1% | -4.2% | -0.9% |
| 6M | +1.5% | -1.6% | +3.1% | +2.0% |
| YTD | -8.3% | +3.3% | -11.7% | -9.7% |
| 1Y | -8.1% | +3.2% | -11.4% | -9.6% |
| 3Y | +10.3% | -3.9% | +14.2% | +10.6% |
| 5Y | +23.4% | +4.0% | +19.4% | +20.0% |
| 10Y | +205.9% | +90.1% | +115.8% | +139.9% |
| All | +6,434.3% | +3,322.7% | +3,111.6% | +1,473.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling