+287.3%
MKC vs ACM
+252.7%
+34.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -2.4% | +6.6% | -9.0% | -3.4% |
| 30D | +5.4% | +19.8% | -14.4% | +2.4% |
| 3M | -11.1% | -3.1% | -8.0% | -10.9% |
| 6M | -1.4% | -11.5% | +10.1% | 0.0% |
| YTD | -29.4% | -24.7% | -4.7% | -27.0% |
| 1Y | -24.7% | -45.1% | +20.3% | -18.1% |
| 3Y | -21.8% | -8.9% | -12.9% | -22.6% |
| 5Y | -36.0% | +5.4% | -41.4% | -38.6% |
| 10Y | +24.9% | +131.1% | -106.1% | +0.3% |
| All | +287.3% | +252.7% | +34.5% | +153.5% |
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