+6,367.0%
MCD vs PPG
+3,036.2%
+3,330.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | +0.7% | -2.4% | -1.9% |
| 30D | +14.1% | +17.6% | -3.4% | +8.8% |
| 3M | +0.6% | +7.5% | -6.9% | -1.6% |
| 6M | 0.0% | +17.6% | -17.6% | -5.1% |
| YTD | -9.3% | +22.6% | -31.8% | -15.6% |
| 1Y | -9.3% | +28.0% | -37.3% | -16.7% |
| 3Y | +8.6% | +1.8% | +6.8% | +5.2% |
| 5Y | +21.9% | -15.5% | +37.4% | +22.2% |
| 10Y | +202.8% | +54.9% | +147.9% | +145.2% |
| All | +6,367.0% | +3,036.2% | +3,330.9% | +1,971.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling