-23.9%
ACN vs MDT
-1.2%
-22.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.8% |
| 7D | -2.5% | +3.5% | -6.0% | -3.9% |
| 30D | +22.6% | +16.2% | +6.5% | +15.4% |
| 3M | +45.9% | +18.9% | +27.0% | +36.0% |
| 6M | +43.8% | +37.3% | +6.5% | +27.1% |
| YTD | -2.5% | +9.7% | -12.2% | -6.4% |
| 1Y | +6.5% | +15.2% | -8.7% | 0.0% |
| 3Y | -14.2% | +61.8% | -76.0% | -31.5% |
| All | -23.9% | -1.2% | -22.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling