+22.6%
MCD vs ACN
-25.8%
+48.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | -1.6% | -5.7% | +4.2% | -0.6% |
| 30D | +16.0% | +17.0% | -1.0% | +12.9% |
| 3M | 0.0% | +39.9% | -39.9% | -6.1% |
| 6M | +0.9% | +50.2% | -49.2% | -7.3% |
| YTD | -8.7% | -4.2% | -4.6% | -9.0% |
| 1Y | -8.6% | +4.3% | -12.9% | -10.6% |
| 3Y | +9.9% | -17.1% | +27.0% | +10.9% |
| 5Y | +22.6% | -26.5% | +49.1% | +23.7% |
| All | +22.6% | -25.8% | +48.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling