-42.3%
ACN vs MCO
+40.3%
-82.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.1% |
| 7D | -7.9% | -7.3% | -0.6% | -3.6% |
| 30D | -1.1% | -1.7% | +0.6% | 0.0% |
| 3M | +5.6% | +3.9% | +1.7% | +3.7% |
| 6M | -9.9% | +3.8% | -13.8% | -11.4% |
| YTD | -32.3% | -7.9% | -24.4% | -29.0% |
| 1Y | -25.3% | -6.8% | -18.5% | -22.3% |
| All | -42.3% | +40.3% | -82.7% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling