+77.9%
MCD vs ACI
+29.9%
+48.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.2% |
| 7D | +7.1% | -2.2% | +9.3% | +7.4% |
| 30D | +19.8% | +10.3% | +9.5% | +18.6% |
| 3M | +0.8% | +7.2% | -6.4% | +0.1% |
| 6M | -1.3% | -18.0% | +16.7% | +0.1% |
| YTD | -7.8% | -22.0% | +14.2% | -6.2% |
| 1Y | -5.0% | -23.4% | +18.4% | -3.2% |
| 3Y | +10.5% | -35.8% | +46.4% | +14.1% |
| 5Y | +22.0% | -43.7% | +65.6% | +25.4% |
| All | +77.9% | +29.9% | +48.0% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling