+854.1%
MCD vs ACM
+233.3%
+620.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +7.1% | +5.4% | +1.8% | +6.0% |
| 30D | +19.8% | +15.1% | +4.7% | +16.4% |
| 3M | +0.8% | -10.5% | +11.3% | +2.7% |
| 6M | -1.3% | -19.7% | +18.4% | +2.5% |
| YTD | -7.8% | -28.8% | +21.1% | -2.4% |
| 1Y | -5.0% | -47.9% | +42.9% | +7.3% |
| 3Y | +10.5% | -12.4% | +22.9% | +10.2% |
| 5Y | +22.0% | +0.6% | +21.4% | +16.8% |
| 10Y | +216.7% | +161.3% | +55.4% | +139.5% |
| All | +854.1% | +233.3% | +620.8% | +508.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling