+23.4%
MCD vs PPG
-13.2%
+36.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.7% |
| 7D | -1.9% | -1.2% | -0.7% | -1.7% |
| 30D | +16.6% | +21.2% | -4.6% | +11.7% |
| 3M | +0.9% | +8.2% | -7.3% | -0.9% |
| 6M | +1.5% | +17.2% | -15.7% | -2.4% |
| YTD | -8.3% | +25.0% | -33.3% | -13.5% |
| 1Y | -8.1% | +33.5% | -41.6% | -14.6% |
| 3Y | +10.3% | +4.2% | +6.2% | +7.8% |
| 5Y | +23.4% | -12.7% | +36.1% | +25.9% |
| All | +23.4% | -13.2% | +36.6% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling