+2,368.0%
ACN vs MDT
+258.0%
+2,110.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.3% | -2.8% |
| 7D | -2.5% | +3.5% | -6.0% | -4.1% |
| 30D | +22.6% | +16.2% | +6.5% | +14.3% |
| 3M | +45.9% | +18.9% | +27.0% | +34.5% |
| 6M | +43.8% | +37.3% | +6.5% | +23.7% |
| YTD | -2.5% | +9.7% | -12.2% | -7.3% |
| 1Y | +6.5% | +15.2% | -8.7% | -1.3% |
| 3Y | -14.2% | +61.8% | -76.0% | -33.4% |
| 5Y | -24.4% | -1.4% | -23.1% | -26.7% |
| 10Y | +156.3% | +61.6% | +94.7% | +94.4% |
| All | +2,368.0% | +258.0% | +2,110.0% | +1,084.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling