+1,806.4%
MCD vs ACN
+2,439.2%
-632.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | +7.1% | +0.9% | +6.3% | +7.0% |
| 30D | +19.8% | +33.5% | -13.8% | +12.1% |
| 3M | +0.8% | +53.5% | -52.7% | -9.2% |
| 6M | -1.3% | +52.2% | -53.5% | -11.9% |
| YTD | -7.8% | -0.1% | -7.6% | -9.9% |
| 1Y | -5.0% | +11.0% | -16.0% | -9.6% |
| 3Y | +10.5% | -11.8% | +22.3% | +9.4% |
| 5Y | +22.0% | -22.8% | +44.8% | +22.9% |
| 10Y | +216.7% | +162.4% | +54.2% | +141.2% |
| All | +1,806.4% | +2,439.2% | -632.8% | +863.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling