-43.0%
ACN vs MKC
-31.2%
-11.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -6.3% | -4.3% | -2.0% | -5.6% |
| 30D | -1.4% | -3.1% | +1.7% | -0.8% |
| 3M | +2.6% | +6.8% | -4.3% | +1.6% |
| 6M | -14.3% | -18.3% | +4.0% | -12.2% |
| YTD | -33.1% | -23.1% | -10.1% | -30.9% |
| 1Y | -28.8% | -23.7% | -5.1% | -26.4% |
| All | -43.0% | -31.2% | -11.8% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling