+49.6%
PFE vs MCD
+219.3%
-169.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | -4.7% | +5.9% | -10.6% | -6.5% |
| 30D | +3.4% | +19.6% | -16.3% | -2.4% |
| 3M | +9.2% | +3.3% | +6.0% | +7.9% |
| 6M | +15.8% | +3.5% | +12.3% | +14.2% |
| YTD | +23.4% | -6.1% | +29.6% | +25.5% |
| 1Y | +25.8% | -3.7% | +29.5% | +26.9% |
| 3Y | +17.8% | +13.4% | +4.5% | +12.0% |
| 5Y | -20.2% | +25.2% | -45.3% | -27.0% |
| 10Y | +49.6% | +211.3% | -161.7% | +26.1% |
| All | +49.6% | +219.3% | -169.7% | +26.1% |
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