-22.9%
MKC vs ACGL
+21.8%
-44.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -1.9% | -1.1% | -0.8% | -1.4% |
| 30D | +8.0% | +13.1% | -5.1% | +2.8% |
| 3M | -8.6% | +9.8% | -18.4% | -11.9% |
| 6M | +1.1% | +15.3% | -14.2% | -4.5% |
| YTD | -27.7% | +12.7% | -40.4% | -31.4% |
| All | -22.9% | +21.8% | -44.6% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling