+5,979.9%
MCD vs PEP
+3,172.7%
+2,807.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | -6.0% | +0.2% | -6.2% | -6.1% |
| 3M | -5.6% | -1.1% | -4.5% | -5.2% |
| 6M | -21.9% | -13.5% | -8.4% | -17.7% |
| YTD | -14.7% | -1.2% | -13.5% | -14.6% |
| 1Y | -17.3% | -1.6% | -15.7% | -17.2% |
| 3Y | -2.2% | -12.5% | +10.4% | +1.5% |
| 5Y | +20.3% | +3.0% | +17.3% | +17.4% |
| 10Y | +180.7% | +73.9% | +106.8% | +127.0% |
| All | +5,979.9% | +3,172.7% | +2,807.2% | +1,388.3% |
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