+26.0%
PFE vs MCD
-3.5%
+29.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.2% |
| 7D | -4.7% | +5.9% | -10.6% | -6.6% |
| 30D | +3.4% | +19.6% | -16.3% | -2.9% |
| 3M | +9.2% | +3.3% | +6.0% | +8.3% |
| 6M | +15.8% | +3.5% | +12.3% | +14.6% |
| YTD | +23.4% | -6.1% | +29.6% | +26.7% |
| All | +26.0% | -3.5% | +29.5% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling