-41.9%
ACN vs MDT
+28.1%
-70.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.5% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | +1.9% | +6.0% | -4.1% | 0.0% |
| 3M | +3.9% | +15.5% | -11.7% | -0.4% |
| 6M | -15.0% | +3.4% | -18.4% | -15.8% |
| YTD | -31.9% | -2.2% | -29.7% | -31.5% |
| 1Y | -28.5% | +2.6% | -31.1% | -29.3% |
| 3Y | -41.9% | +27.5% | -69.4% | -47.1% |
| All | -41.9% | +28.1% | -70.0% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling