+1,653.3%
MCK vs ACM
+218.1%
+1,435.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +1.1% |
| 7D | -3.6% | -3.7% | +0.1% | -2.7% |
| 30D | +1.4% | -12.7% | +14.1% | +4.5% |
| 3M | +13.8% | -9.8% | +23.6% | +16.0% |
| 6M | -5.2% | -31.4% | +26.2% | +3.3% |
| YTD | +9.0% | -32.1% | +41.1% | +18.8% |
| 1Y | +26.9% | -47.8% | +74.7% | +47.3% |
| 3Y | +114.7% | -22.1% | +136.8% | +119.4% |
| 5Y | +347.1% | +1.8% | +345.3% | +317.7% |
| 10Y | +446.4% | +132.5% | +313.8% | +291.3% |
| All | +1,653.3% | +218.1% | +1,435.3% | +910.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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