+193.4%
MCD vs ACGL
+324.4%
-130.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | +2.2% | -3.8% | -2.4% |
| 30D | +14.1% | +12.3% | +1.8% | +9.7% |
| 3M | +0.6% | +11.8% | -11.2% | -3.2% |
| 6M | 0.0% | +17.5% | -17.4% | -5.5% |
| YTD | -9.3% | +14.3% | -23.5% | -13.7% |
| 1Y | -9.3% | +18.2% | -27.5% | -14.7% |
| 3Y | +8.6% | +33.2% | -24.5% | -4.0% |
| 5Y | +21.9% | +174.3% | -152.4% | -20.3% |
| All | +193.4% | +324.4% | -130.9% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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