+76.8%
MCD vs ACI
+32.1%
+44.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -1.9% | -5.3% | +3.4% | -1.4% |
| 30D | +16.6% | +5.0% | +11.6% | +16.0% |
| 3M | +0.9% | +7.5% | -6.6% | +0.2% |
| 6M | +1.5% | -16.0% | +17.5% | +2.6% |
| YTD | -8.3% | -20.6% | +12.3% | -6.9% |
| 1Y | -8.1% | -23.5% | +15.4% | -6.4% |
| 3Y | +10.3% | -32.1% | +42.5% | +13.3% |
| 5Y | +23.4% | -42.5% | +65.9% | +26.6% |
| All | +76.8% | +32.1% | +44.7% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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