+12.6%
PG vs MCD
+19.5%
-6.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -3.4% | -2.9% | -0.5% | -2.0% |
| 30D | -2.6% | -6.7% | +4.1% | +0.8% |
| 3M | -3.3% | -9.6% | +6.2% | +1.4% |
| 6M | -6.7% | -22.3% | +15.6% | +5.3% |
| YTD | +1.7% | -15.4% | +17.2% | +10.3% |
| 1Y | -7.9% | -16.8% | +8.9% | +0.5% |
| 3Y | +0.9% | -2.4% | +3.3% | +0.8% |
| 5Y | +12.6% | +19.4% | -6.7% | +1.7% |
| All | +12.6% | +19.5% | -6.8% | +1.7% |
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