+48.8%
PFE vs MCD
+200.8%
-152.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.7% | -1.6% | -0.1% | -1.2% |
| 30D | +0.3% | +14.1% | -13.8% | -3.8% |
| 3M | +9.4% | +0.6% | +8.8% | +8.9% |
| 6M | +14.9% | 0.0% | +14.9% | +14.5% |
| YTD | +23.8% | -9.3% | +33.1% | +27.2% |
| 1Y | +19.5% | -9.3% | +28.8% | +22.8% |
| 3Y | +21.0% | +8.6% | +12.4% | +16.5% |
| 5Y | -23.9% | +21.9% | -45.8% | -29.8% |
| All | +48.8% | +200.8% | -152.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling