+1,592.1%
ACN vs MCO
+3,637.1%
-2,045.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | -6.3% | -3.1% | -3.2% | -5.1% |
| 30D | -1.4% | -0.5% | -0.8% | -1.1% |
| 3M | +2.6% | +5.7% | -3.1% | +0.6% |
| 6M | -14.3% | +3.0% | -17.3% | -14.9% |
| YTD | -33.1% | -6.5% | -26.6% | -31.0% |
| 1Y | -28.8% | -5.8% | -23.0% | -26.9% |
| 3Y | -43.0% | +43.1% | -86.1% | -50.8% |
| 5Y | -44.0% | +29.5% | -73.5% | -50.0% |
| 10Y | +88.5% | +388.8% | -300.3% | +5.1% |
| All | +1,592.1% | +3,637.1% | -2,045.0% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling