+22.7%
MCD vs ACM
-2.7%
+25.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +7.1% | +5.4% | +1.8% | +6.3% |
| 30D | +19.8% | +15.1% | +4.7% | +17.3% |
| 3M | +0.8% | -10.5% | +11.3% | +2.2% |
| 6M | -1.3% | -19.7% | +18.4% | +1.6% |
| YTD | -7.8% | -28.8% | +21.1% | -3.7% |
| 1Y | -5.0% | -47.9% | +42.9% | +5.6% |
| 3Y | +10.5% | -12.4% | +22.9% | +6.2% |
| All | +22.7% | -2.7% | +25.5% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling