-21.5%
PFE vs MCD
+21.9%
-43.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.7% | +7.1% | -10.8% | -5.9% |
| 30D | +5.0% | +19.8% | -14.8% | -1.0% |
| 3M | +12.2% | +0.8% | +11.4% | +11.7% |
| 6M | +14.6% | -1.3% | +15.9% | +14.8% |
| YTD | +24.1% | -7.8% | +31.9% | +27.1% |
| 1Y | +26.6% | -5.0% | +31.5% | +28.4% |
| 3Y | +14.3% | +10.5% | +3.8% | +9.0% |
| All | -21.5% | +21.9% | -43.4% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling