-1.5%
MCD vs ACM
-21.7%
+20.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | -3.7% | +0.9% | -2.6% |
| 30D | -6.0% | -11.1% | +5.1% | -5.3% |
| 3M | -5.6% | -8.0% | +2.4% | -5.2% |
| 6M | -21.9% | -29.7% | +7.8% | -19.9% |
| YTD | -14.7% | -29.4% | +14.7% | -12.9% |
| 1Y | -17.3% | -46.4% | +29.2% | -12.8% |
| All | -1.5% | -21.7% | +20.1% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling