-2.5%
PFE vs MCD
-2.2%
-0.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +1.8% | -2.8% | +4.6% | +2.6% |
| 30D | +10.2% | -6.0% | +16.2% | +12.2% |
| 3M | +12.7% | -5.6% | +18.3% | +14.5% |
| 6M | +10.5% | -21.9% | +32.4% | +18.6% |
| YTD | +20.2% | -14.7% | +34.9% | +25.7% |
| 1Y | +24.1% | -17.3% | +41.3% | +30.8% |
| All | -2.5% | -2.2% | -0.3% | +0.8% |
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