+25.2%
MCD vs PPL
+47.4%
-22.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | 0.0% | +7.2% | +7.3% |
| 30D | +20.0% | +4.3% | +15.7% | +18.1% |
| 3M | +3.8% | +2.9% | +0.9% | +2.6% |
| 6M | +3.8% | +1.1% | +2.7% | +3.1% |
| YTD | -5.9% | +4.5% | -10.3% | -7.8% |
| 1Y | -3.2% | +0.1% | -3.3% | -3.7% |
| 3Y | +13.3% | +55.7% | -42.4% | -5.9% |
| 5Y | +25.2% | +47.6% | -22.4% | +4.7% |
| All | +25.2% | +47.4% | -22.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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