-21.5%
PFE vs MCD
+26.4%
-47.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -0.7% | +7.3% | -8.0% | -3.0% |
| 30D | +5.3% | +20.0% | -14.6% | -0.7% |
| 3M | +10.1% | +3.8% | +6.3% | +8.6% |
| 6M | +18.0% | +3.8% | +14.3% | +16.3% |
| YTD | +25.8% | -5.9% | +31.7% | +28.0% |
| 1Y | +28.4% | -3.2% | +31.7% | +29.5% |
| 3Y | +20.9% | +13.3% | +7.6% | +14.4% |
| 5Y | -21.5% | +25.2% | -46.8% | -28.5% |
| All | -21.5% | +26.4% | -47.9% | -28.5% |
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