-44.0%
ACN vs MKC
-34.7%
-9.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -6.3% | -4.3% | -2.0% | -5.3% |
| 30D | -1.4% | -3.1% | +1.7% | -0.6% |
| 3M | +2.6% | +6.8% | -4.3% | +1.0% |
| 6M | -14.3% | -18.3% | +4.0% | -10.5% |
| YTD | -33.1% | -23.1% | -10.1% | -29.3% |
| 1Y | -28.8% | -23.7% | -5.1% | -24.7% |
| 3Y | -43.0% | -31.0% | -11.9% | -38.0% |
| 5Y | -44.0% | -33.5% | -10.5% | -38.5% |
| All | -44.0% | -34.7% | -9.3% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling