+86.8%
ACN vs MKC
+29.3%
+57.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -7.9% | -2.8% | -5.1% | -6.9% |
| 30D | -1.1% | -3.4% | +2.3% | +0.1% |
| 3M | +5.6% | +3.8% | +1.8% | +4.2% |
| 6M | -9.9% | -17.9% | +8.0% | -4.2% |
| YTD | -32.3% | -23.6% | -8.7% | -26.6% |
| 1Y | -25.3% | -23.1% | -2.2% | -19.4% |
| 3Y | -42.3% | -31.5% | -10.8% | -35.9% |
| 5Y | -43.5% | -33.1% | -10.4% | -37.7% |
| All | +86.8% | +29.3% | +57.5% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling