+48.3%
ACN vs MDB
+978.8%
-930.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.7% | -3.5% |
| 7D | -4.8% | -18.0% | +13.2% | -1.8% |
| 30D | +1.9% | -10.7% | +12.6% | +3.5% |
| 3M | +3.9% | +1.0% | +2.9% | +3.0% |
| 6M | -15.0% | +31.6% | -46.6% | -19.7% |
| YTD | -31.9% | -15.2% | -16.7% | -31.5% |
| 1Y | -28.5% | +10.1% | -38.6% | -31.5% |
| 3Y | -41.9% | -5.6% | -36.3% | -46.1% |
| 5Y | -42.9% | -24.5% | -18.3% | -49.6% |
| All | +48.3% | +978.8% | -930.5% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling