+37.4%
ACN vs MP
+278.3%
-240.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.4% | -1.5% |
| 7D | -5.7% | +11.0% | -16.7% | -6.2% |
| 30D | +17.0% | -11.7% | +28.8% | +17.6% |
| 3M | +39.9% | -30.8% | +70.7% | +41.9% |
| 6M | +50.2% | -42.9% | +93.1% | +53.5% |
| YTD | -4.2% | -25.9% | +21.7% | -4.3% |
| 1Y | +4.3% | -37.3% | +41.6% | +5.0% |
| 3Y | -17.1% | +150.7% | -167.8% | -31.7% |
| 5Y | -26.5% | -19.3% | -7.2% | -32.9% |
| All | +37.4% | +278.3% | -240.9% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling