-3.0%
MCD vs PPG
-17.4%
+14.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.2% | -6.2% | +5.0% | -0.1% |
| 30D | -7.8% | -7.9% | +0.2% | -6.3% |
| 3M | -10.7% | -10.2% | -0.5% | -9.0% |
| 6M | -21.3% | +2.7% | -23.9% | -22.0% |
| YTD | -15.8% | +4.9% | -20.6% | -17.0% |
| 1Y | -16.0% | -3.2% | -12.8% | -16.2% |
| 3Y | -3.0% | -17.0% | +14.0% | +0.3% |
| All | -3.0% | -17.4% | +14.4% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling