-11.8%
ACN vs MP
+114.3%
-126.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -1.6% |
| 7D | +0.9% | -10.5% | +11.4% | +0.5% |
| 30D | +33.5% | -23.5% | +57.1% | +32.6% |
| 3M | +53.5% | -25.4% | +78.9% | +52.4% |
| 6M | +52.2% | -51.3% | +103.5% | +50.9% |
| YTD | -0.1% | -29.9% | +29.8% | -0.6% |
| 1Y | +11.0% | -31.8% | +42.9% | +10.3% |
| 3Y | -11.8% | +127.0% | -138.8% | -18.4% |
| All | -11.8% | +114.3% | -126.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling