+31.8%
MCK vs ACI
-32.3%
+64.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | +3.6% | +5.9% | -2.3% | +3.2% |
| 3M | +20.1% | -19.8% | +39.9% | +21.2% |
| 6M | -7.0% | -24.7% | +17.7% | -6.1% |
| YTD | +11.0% | -24.4% | +35.4% | +12.1% |
| 1Y | +31.8% | -31.5% | +63.3% | +38.9% |
| All | +31.8% | -32.3% | +64.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling