+54.7%
ACN vs MDB
+1,017.4%
-962.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.6% |
| 7D | -1.5% | -17.4% | +15.9% | +1.5% |
| 30D | +9.4% | -2.0% | +11.4% | +9.3% |
| 3M | +5.6% | -3.0% | +8.7% | +5.4% |
| 6M | -9.3% | +48.7% | -57.9% | -16.0% |
| YTD | -29.0% | -12.1% | -16.8% | -29.0% |
| 1Y | -24.7% | +14.5% | -39.2% | -28.3% |
| 3Y | -39.8% | -6.1% | -33.7% | -44.2% |
| 5Y | -40.9% | -27.3% | -13.6% | -47.6% |
| All | +54.7% | +1,017.4% | -962.7% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling