-21.4%
ACN vs MOD
+720.4%
-741.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +0.7% |
| 7D | +7.3% | -34.2% | +41.4% | +9.1% |
| 30D | +38.2% | -51.9% | +90.1% | +42.9% |
| 3M | +56.6% | -53.0% | +109.6% | +61.8% |
| 6M | +51.1% | -66.4% | +117.5% | +58.1% |
| YTD | +1.7% | -31.5% | +33.2% | -2.9% |
| 1Y | +10.1% | -39.6% | +49.6% | +6.1% |
| 3Y | -10.3% | +116.8% | -127.1% | -36.2% |
| 5Y | -21.4% | +713.8% | -735.2% | -61.3% |
| All | -21.4% | +720.4% | -741.8% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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