+20.8%
MCD vs ACI
-42.9%
+63.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.6% | +2.3% | -3.9% | -2.0% |
| 30D | +14.1% | +1.2% | +12.9% | +13.9% |
| 3M | +0.6% | +6.8% | -6.2% | -0.4% |
| 6M | 0.0% | -18.7% | +18.8% | +2.2% |
| YTD | -9.3% | -20.2% | +10.9% | -7.3% |
| 1Y | -9.3% | -23.7% | +14.4% | -6.7% |
| 3Y | +8.6% | -31.6% | +40.3% | +13.1% |
| All | +20.8% | -42.9% | +63.7% | +26.0% |
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 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