+205.9%
MCD vs ACGL
+329.5%
-123.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.9% | -1.4% | -0.6% | -1.5% |
| 30D | +16.6% | +12.4% | +4.3% | +12.1% |
| 3M | +0.9% | +11.1% | -10.2% | -2.6% |
| 6M | +1.5% | +16.3% | -14.9% | -3.8% |
| YTD | -8.3% | +13.8% | -22.1% | -12.6% |
| 1Y | -8.1% | +20.4% | -28.6% | -14.1% |
| 3Y | +10.3% | +33.6% | -23.3% | -2.6% |
| 5Y | +23.4% | +176.8% | -153.4% | -19.6% |
| 10Y | +205.9% | +324.6% | -118.7% | +76.2% |
| All | +205.9% | +329.5% | -123.5% | +76.2% |
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