+50.7%
PFE vs MCD
+204.7%
-154.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.1% |
| 7D | -3.0% | -1.9% | -1.0% | -2.4% |
| 30D | +5.2% | +16.6% | -11.4% | +0.2% |
| 3M | +12.2% | +0.9% | +11.3% | +11.7% |
| 6M | +17.8% | +1.5% | +16.3% | +16.9% |
| YTD | +26.2% | -8.3% | +34.5% | +29.2% |
| 1Y | +23.2% | -8.1% | +31.3% | +26.0% |
| 3Y | +21.3% | +10.3% | +11.0% | +16.2% |
| 5Y | -23.1% | +23.4% | -46.5% | -29.3% |
| 10Y | +50.7% | +205.9% | -155.2% | +25.6% |
| All | +50.7% | +204.7% | -154.0% | +25.6% |
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