+75.0%
MCD vs ACI
+32.8%
+42.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.6% | +2.3% | -3.9% | -1.9% |
| 30D | +14.1% | +1.2% | +12.9% | +14.0% |
| 3M | +0.6% | +6.8% | -6.2% | -0.1% |
| 6M | 0.0% | -18.7% | +18.8% | +1.5% |
| YTD | -9.3% | -20.2% | +10.9% | -7.9% |
| 1Y | -9.3% | -23.7% | +14.4% | -7.6% |
| 3Y | +8.6% | -31.6% | +40.3% | +11.5% |
| 5Y | +21.9% | -42.8% | +64.7% | +25.0% |
| All | +75.0% | +32.8% | +42.1% | +75.7% |
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