+427.0%
MCK vs ACGL
+276.6%
+150.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.1% |
| 30D | +0.4% | -1.2% | +1.7% | +0.9% |
| 3M | +12.1% | +5.4% | +6.7% | +9.7% |
| 6M | -5.4% | +1.4% | -6.8% | -6.2% |
| YTD | +7.8% | +0.2% | +7.6% | +7.2% |
| 1Y | +22.9% | +4.1% | +18.8% | +20.2% |
| 3Y | +110.7% | +28.2% | +82.5% | +84.4% |
| 5Y | +346.2% | +159.5% | +186.7% | +176.9% |
| All | +427.0% | +276.6% | +150.4% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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