+117.6%
ACN vs MDB
+848.0%
-730.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.2% |
| 7D | +0.9% | -11.4% | +12.2% | +2.7% |
| 30D | +33.5% | -13.8% | +47.4% | +35.9% |
| 3M | +53.5% | -15.5% | +68.9% | +55.5% |
| 6M | +52.2% | +17.9% | +34.3% | +45.0% |
| YTD | -0.1% | -25.5% | +25.4% | +1.5% |
| 1Y | +11.0% | -12.1% | +23.1% | +9.4% |
| 3Y | -11.8% | -5.9% | -5.9% | -19.0% |
| 5Y | -22.8% | -43.7% | +20.9% | -29.2% |
| All | +117.6% | +848.0% | -730.4% | +16.8% |
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