-45.7%
ACI vs MDY
+47.3%
-92.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.1% |
| 7D | -7.1% | -2.5% | -4.6% | -6.7% |
| 30D | -4.5% | -5.0% | +0.6% | -3.8% |
| 3M | -22.3% | +0.5% | -22.7% | -22.3% |
| 6M | -28.4% | +8.0% | -36.4% | -29.4% |
| YTD | -29.5% | +12.2% | -41.7% | -31.1% |
| 1Y | -34.2% | +14.0% | -48.2% | -36.0% |
| All | -45.7% | +47.3% | -92.9% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling