+4,006.0%
PG vs MCD
+6,068.4%
-2,062.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +1.9% | -2.8% | +4.7% | +2.8% |
| 30D | -0.2% | -6.0% | +5.8% | +1.9% |
| 3M | +4.8% | -5.6% | +10.4% | +6.8% |
| 6M | -6.1% | -21.9% | +15.8% | +2.1% |
| YTD | +4.5% | -14.7% | +19.2% | +10.2% |
| 1Y | -5.3% | -17.3% | +12.0% | +0.9% |
| 3Y | +2.6% | -2.2% | +4.7% | +2.6% |
| 5Y | +15.6% | +20.3% | -4.7% | +7.7% |
| 10Y | +118.0% | +180.7% | -62.7% | +50.8% |
| All | +4,006.0% | +6,068.4% | -2,062.3% | +754.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling