-30.4%
MKC vs ACM
-19.8%
-10.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -4.3% | -0.3% | -4.1% | -4.3% |
| 30D | -2.0% | -12.9% | +10.9% | -1.4% |
| 3M | +10.0% | -6.4% | +16.4% | +10.2% |
| 6M | -18.5% | -29.2% | +10.7% | -16.8% |
| YTD | -22.4% | -29.9% | +7.5% | -21.0% |
| 1Y | -23.6% | -47.3% | +23.6% | -19.6% |
| 3Y | -30.4% | -19.6% | -10.8% | -35.6% |
| All | -30.4% | -19.8% | -10.6% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling