+13.4%
MCD vs ACM
-7.9%
+21.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.2% | -3.4% | +1.3% |
| 7D | +5.9% | +6.9% | -0.9% | +5.3% |
| 30D | +19.6% | +19.1% | +0.6% | +17.9% |
| 3M | +3.3% | -6.9% | +10.2% | +3.4% |
| 6M | +3.5% | -12.0% | +15.5% | +3.9% |
| YTD | -6.1% | -25.1% | +19.0% | -4.9% |
| 1Y | -3.7% | -45.4% | +41.7% | +1.6% |
| 3Y | +13.4% | -6.9% | +20.3% | +8.6% |
| All | +13.4% | -7.9% | +21.2% | +8.6% |
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