+11.9%
ACN vs MP
-35.7%
+47.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.1% | +8.9% | +3.2% |
| 7D | +8.6% | -12.5% | +21.1% | +6.9% |
| 30D | +36.6% | -23.3% | +59.9% | +33.0% |
| 3M | +56.3% | -24.4% | +80.7% | +52.5% |
| 6M | +49.7% | -45.8% | +95.4% | +44.7% |
| YTD | +1.3% | -28.9% | +30.3% | +1.1% |
| 1Y | +11.9% | -34.6% | +46.5% | +11.3% |
| All | +11.9% | -35.7% | +47.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling