+6,434.3%
MCD vs PPG
+3,097.8%
+3,336.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.7% |
| 7D | -1.9% | -1.2% | -0.7% | -1.6% |
| 30D | +16.6% | +21.2% | -4.6% | +10.1% |
| 3M | +0.9% | +8.2% | -7.3% | -1.5% |
| 6M | +1.5% | +17.2% | -15.7% | -3.6% |
| YTD | -8.3% | +25.0% | -33.3% | -15.2% |
| 1Y | -8.1% | +33.5% | -41.6% | -16.7% |
| 3Y | +10.3% | +4.2% | +6.2% | +6.1% |
| 5Y | +23.4% | -12.7% | +36.1% | +22.5% |
| 10Y | +205.9% | +58.0% | +148.0% | +146.3% |
| All | +6,434.3% | +3,097.8% | +3,336.5% | +1,981.0% |
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 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