-15.2%
MCD vs PPG
-0.6%
-14.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | -2.5% | -5.1% | +2.6% | -1.6% |
| 30D | -7.0% | -9.6% | +2.5% | -5.3% |
| 3M | -9.8% | -6.4% | -3.4% | -8.8% |
| 6M | -21.8% | +0.5% | -22.3% | -22.1% |
| YTD | -15.6% | +4.4% | -20.0% | -17.3% |
| 1Y | -15.2% | -0.9% | -14.3% | -17.0% |
| All | -15.2% | -0.6% | -14.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling