-23.3%
MKC vs ACM
-45.8%
+22.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -5.9% | -3.7% | -2.1% | -6.1% |
| 30D | -0.9% | -11.1% | +10.2% | -2.2% |
| 3M | +12.7% | -8.0% | +20.7% | +11.7% |
| 6M | -19.3% | -29.7% | +10.4% | -23.1% |
| YTD | -22.2% | -29.4% | +7.2% | -25.4% |
| 1Y | -23.3% | -46.4% | +23.1% | -31.0% |
| All | -23.3% | -45.8% | +22.4% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling