+178.1%
MCD vs ACN
+91.6%
+86.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.5% |
| 7D | -2.8% | -1.5% | -1.3% | -2.4% |
| 30D | -6.0% | +9.4% | -15.4% | -8.8% |
| 3M | -5.6% | +5.6% | -11.2% | -8.3% |
| 6M | -21.9% | -9.3% | -12.6% | -20.8% |
| YTD | -14.7% | -29.0% | +14.3% | -6.7% |
| 1Y | -17.3% | -24.7% | +7.4% | -11.8% |
| 3Y | -2.2% | -39.8% | +37.7% | +10.1% |
| 5Y | +20.3% | -40.9% | +61.2% | +32.6% |
| All | +178.1% | +91.6% | +86.5% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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