+25.6%
MKC vs ACM
+130.8%
-105.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -7.0% | +3.0% | -10.0% | -7.4% |
| 30D | +4.1% | +19.7% | -15.6% | +1.6% |
| 3M | -10.3% | +5.3% | -15.6% | -11.1% |
| 6M | +1.7% | -10.8% | +12.5% | +2.7% |
| YTD | -29.1% | -25.1% | -4.0% | -27.0% |
| 1Y | -26.0% | -45.8% | +19.8% | -20.1% |
| 3Y | -21.5% | -9.4% | -12.1% | -22.6% |
| 5Y | -35.0% | +4.8% | -39.8% | -37.8% |
| 10Y | +25.6% | +129.8% | -104.2% | +5.9% |
| All | +25.6% | +130.8% | -105.2% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling