+151.4%
ACN vs MDT
+61.0%
+90.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.0% | -3.2% | -0.8% | -2.4% |
| 30D | +19.0% | +10.5% | +8.5% | +12.9% |
| 3M | +42.2% | +13.0% | +29.2% | +33.4% |
| 6M | +50.1% | +38.7% | +11.5% | +26.5% |
| YTD | -2.7% | +8.5% | -11.2% | -7.4% |
| 1Y | +7.6% | +10.0% | -2.5% | +1.4% |
| 3Y | -15.9% | +58.6% | -74.5% | -36.5% |
| 5Y | -24.4% | -0.3% | -24.1% | -26.6% |
| 10Y | +151.4% | +61.3% | +90.1% | +86.7% |
| All | +151.4% | +61.0% | +90.3% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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