+16.2%
PFE vs MCD
+11.5%
+4.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -0.2% | +8.0% | -8.3% | -2.6% |
| 30D | +8.7% | +19.6% | -11.0% | +2.9% |
| 3M | +15.8% | +2.2% | +13.6% | +14.9% |
| 6M | +16.8% | -1.1% | +18.0% | +17.1% |
| YTD | +26.2% | -7.2% | +33.4% | +29.0% |
| 1Y | +29.9% | -6.7% | +36.6% | +32.5% |
| All | +16.2% | +11.5% | +4.7% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling