-14.2%
ACN vs MDB
-12.1%
-2.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.0% | -3.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | +22.6% | -15.2% | +37.8% | +24.9% |
| 3M | +45.9% | -17.9% | +63.8% | +48.2% |
| 6M | +43.8% | +9.3% | +34.5% | +39.3% |
| YTD | -2.5% | -22.0% | +19.5% | -2.6% |
| 1Y | +6.5% | -9.3% | +15.8% | +4.4% |
| 3Y | -14.2% | -10.4% | -3.8% | -18.1% |
| All | -14.2% | -12.1% | -2.1% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling