+21.6%
MCD vs ACI
-42.9%
+64.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -6.0% | +5.9% | -11.9% | -6.7% |
| 3M | -5.6% | -19.8% | +14.2% | -3.4% |
| 6M | -21.9% | -24.7% | +2.9% | -19.5% |
| YTD | -14.7% | -24.4% | +9.7% | -12.3% |
| 1Y | -17.3% | -31.5% | +14.2% | -14.0% |
| 3Y | -2.2% | -38.7% | +36.5% | +2.9% |
| All | +21.6% | -42.9% | +64.6% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling