+13.3%
MCD vs ACI
-31.6%
+44.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +7.3% | -0.6% | +7.9% | +7.4% |
| 30D | +20.0% | +9.5% | +10.4% | +18.3% |
| 3M | +3.8% | +10.1% | -6.3% | +2.3% |
| 6M | +3.8% | -15.4% | +19.1% | +5.3% |
| YTD | -5.9% | -19.5% | +13.7% | -4.0% |
| 1Y | -3.2% | -21.0% | +17.7% | -1.1% |
| 3Y | +13.3% | -31.2% | +44.5% | +20.0% |
| All | +13.3% | -31.6% | +44.9% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling