-8.6%
MCD vs ACI
-22.6%
+14.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +16.0% | +4.9% | +11.1% | +15.3% |
| 3M | 0.0% | +11.1% | -11.1% | -1.4% |
| 6M | +0.9% | -14.9% | +15.9% | +1.5% |
| YTD | -8.7% | -19.6% | +10.9% | -8.0% |
| 1Y | -8.6% | -22.7% | +14.2% | -6.7% |
| All | -8.6% | -22.6% | +14.1% | -6.7% |
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 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