+24.0%
MKC vs ACGL
+332.3%
-308.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -1.9% | -1.1% | -0.8% | -1.6% |
| 30D | +8.0% | +13.1% | -5.1% | +4.3% |
| 3M | -8.6% | +9.8% | -18.4% | -11.0% |
| 6M | +1.1% | +15.3% | -14.2% | -3.0% |
| YTD | -27.7% | +12.7% | -40.4% | -30.3% |
| 1Y | -23.7% | +20.7% | -44.4% | -27.8% |
| 3Y | -19.4% | +34.3% | -53.7% | -27.0% |
| 5Y | -33.3% | +170.6% | -203.9% | -52.0% |
| 10Y | +24.0% | +330.6% | -306.6% | -21.0% |
| All | +24.0% | +332.3% | -308.3% | -21.0% |
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