+26.8%
MKC vs ACGL
+263.8%
-237.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -4.3% | -2.9% | -1.4% | -3.6% |
| 30D | -2.0% | -2.8% | +0.8% | -1.2% |
| 3M | +10.0% | +6.8% | +3.2% | +8.0% |
| 6M | -18.5% | -1.5% | -17.0% | -18.3% |
| YTD | -22.4% | -0.2% | -22.2% | -22.6% |
| 1Y | -23.6% | +5.3% | -28.9% | -25.0% |
| 3Y | -30.4% | +30.3% | -60.7% | -36.6% |
| 5Y | -34.2% | +151.8% | -186.0% | -51.9% |
| 10Y | +26.8% | +266.9% | -240.0% | -21.5% |
| All | +26.8% | +263.8% | -237.0% | -21.5% |
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