+214.1%
MCD vs ACM
+132.1%
+82.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +7.3% | +6.6% | +0.7% | +5.6% |
| 30D | +20.0% | +19.8% | +0.2% | +14.7% |
| 3M | +3.8% | -3.1% | +7.0% | +4.2% |
| 6M | +3.8% | -11.5% | +15.3% | +6.0% |
| YTD | -5.9% | -24.7% | +18.8% | -0.5% |
| 1Y | -3.2% | -45.1% | +41.8% | +11.2% |
| 3Y | +13.3% | -8.9% | +22.2% | +10.5% |
| 5Y | +25.2% | +5.4% | +19.8% | +14.9% |
| All | +214.1% | +132.1% | +82.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling