-23.1%
ACN vs MCO
-5.7%
-17.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +2.1% |
| 7D | -1.5% | -3.8% | +2.3% | +1.5% |
| 30D | +2.1% | -0.4% | +2.5% | +2.4% |
| 3M | +11.1% | +7.7% | +3.4% | +5.5% |
| 6M | -6.8% | +7.0% | -13.8% | -10.9% |
| YTD | -30.0% | -6.4% | -23.6% | -25.6% |
| 1Y | -23.1% | -7.6% | -15.5% | -18.3% |
| All | -23.1% | -5.7% | -17.4% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling