+211.3%
MCD vs ACN
+159.3%
+52.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.1% | +2.5% |
| 7D | +5.9% | -2.5% | +8.5% | +6.8% |
| 30D | +19.6% | +22.6% | -3.0% | +12.4% |
| 3M | +3.3% | +45.9% | -42.7% | -8.7% |
| 6M | +3.5% | +43.8% | -40.3% | -9.5% |
| YTD | -6.1% | -2.5% | -3.6% | -7.3% |
| 1Y | -3.7% | +6.5% | -10.1% | -8.1% |
| 3Y | +13.4% | -14.2% | +27.5% | +13.5% |
| 5Y | +25.2% | -24.4% | +49.6% | +29.4% |
| 10Y | +211.3% | +156.3% | +54.9% | +95.7% |
| All | +211.3% | +159.3% | +52.0% | +95.7% |
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