+110.7%
MCK vs ACI
-44.0%
+154.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | -0.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.5% |
| 30D | +0.4% | +0.6% | -0.2% | +0.3% |
| 3M | +12.1% | -20.3% | +32.4% | +14.3% |
| 6M | -5.4% | -24.7% | +19.2% | -3.2% |
| YTD | +7.8% | -27.2% | +35.0% | +10.6% |
| 1Y | +22.9% | -32.7% | +55.7% | +27.6% |
| 3Y | +110.7% | -43.9% | +154.6% | +123.2% |
| All | +110.7% | -44.0% | +154.7% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling