+5.9%
ACN vs MP
-40.8%
+46.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.8% |
| 7D | -4.0% | +2.3% | -6.3% | -3.6% |
| 30D | +19.0% | -15.3% | +34.3% | +17.0% |
| 3M | +42.2% | -33.5% | +75.7% | +36.3% |
| 6M | +50.1% | -45.5% | +95.7% | +44.6% |
| YTD | -2.7% | -27.3% | +24.6% | -1.0% |
| All | +5.9% | -40.8% | +46.6% | +5.4% |
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