-41.1%
ACN vs MDY
+46.3%
-87.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.8% |
| 7D | -1.5% | -1.9% | +0.3% | -0.1% |
| 30D | +2.1% | -4.6% | +6.7% | +5.7% |
| 3M | +11.1% | -1.2% | +12.3% | +11.6% |
| 6M | -6.8% | +9.2% | -16.1% | -14.1% |
| YTD | -30.0% | +13.1% | -43.1% | -37.3% |
| 1Y | -23.1% | +13.0% | -36.1% | -31.1% |
| 3Y | -40.4% | +49.2% | -89.6% | -58.8% |
| All | -41.1% | +46.3% | -87.4% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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