-8.1%
MCD vs ACI
-23.0%
+14.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.4% |
| 7D | -1.9% | -5.3% | +3.4% | -1.1% |
| 30D | +16.6% | +5.0% | +11.6% | +15.9% |
| 3M | +0.9% | +7.5% | -6.6% | -0.1% |
| 6M | +1.5% | -16.0% | +17.5% | +2.3% |
| YTD | -8.3% | -20.6% | +12.3% | -7.4% |
| 1Y | -8.1% | -23.5% | +15.4% | -6.0% |
| All | -8.1% | -23.0% | +14.8% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling