+289.3%
MKC vs ACM
+252.1%
+37.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -3.0% | +5.6% | -8.6% | -3.9% |
| 30D | +4.8% | +20.8% | -16.0% | +1.7% |
| 3M | -12.8% | +11.4% | -24.3% | -14.4% |
| 6M | +5.0% | +0.9% | +4.1% | +4.4% |
| YTD | -29.1% | -24.8% | -4.2% | -26.6% |
| 1Y | -26.4% | -46.4% | +20.0% | -19.6% |
| 3Y | -21.6% | -9.2% | -12.4% | -22.3% |
| 5Y | -35.2% | +5.0% | -40.2% | -37.9% |
| 10Y | +25.6% | +130.6% | -104.9% | +0.9% |
| All | +289.3% | +252.1% | +37.2% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling