+30.4%
PG vs MCD
+22.9%
+7.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.6% | -1.6% | +2.1% | +1.3% |
| 30D | +10.5% | +16.0% | -5.5% | +2.6% |
| 3M | +17.4% | 0.0% | +17.4% | +17.1% |
| 6M | +18.4% | +0.9% | +17.5% | +17.5% |
| YTD | +20.7% | -8.7% | +29.4% | +25.9% |
| 1Y | +16.8% | -8.6% | +25.4% | +21.7% |
| 3Y | +20.1% | +9.9% | +10.3% | +12.2% |
| 5Y | +30.4% | +22.6% | +7.8% | +13.4% |
| All | +30.4% | +22.9% | +7.5% | +13.4% |
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