+327.2%
MKC vs ACM
+230.8%
+96.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -5.9% | -3.7% | -2.1% | -5.3% |
| 30D | -0.9% | -11.1% | +10.2% | +0.8% |
| 3M | +12.7% | -8.0% | +20.7% | +13.9% |
| 6M | -19.3% | -29.7% | +10.4% | -15.2% |
| YTD | -22.2% | -29.4% | +7.2% | -18.5% |
| 1Y | -23.3% | -46.4% | +23.1% | -16.3% |
| 3Y | -30.0% | -22.3% | -7.6% | -28.8% |
| 5Y | -33.8% | +4.5% | -38.2% | -36.5% |
| 10Y | +24.4% | +127.6% | -103.2% | -0.1% |
| All | +327.2% | +230.8% | +96.4% | +182.7% |
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