+211.7%
MCD vs ACGL
+337.7%
-126.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.5% |
| 7D | +7.1% | +0.9% | +6.3% | +6.9% |
| 30D | +19.8% | +13.7% | +6.0% | +14.7% |
| 3M | +0.8% | +8.0% | -7.2% | -1.8% |
| 6M | -1.3% | +13.3% | -14.6% | -5.6% |
| YTD | -7.8% | +11.8% | -19.6% | -11.6% |
| 1Y | -5.0% | +22.2% | -27.2% | -11.6% |
| 3Y | +10.5% | +32.5% | -21.9% | -2.2% |
| 5Y | +22.0% | +160.2% | -138.2% | -18.7% |
| All | +211.7% | +337.7% | -126.0% | +85.4% |
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