-22.6%
ACN vs MP
-13.8%
-8.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -2.0% |
| 7D | +0.9% | -10.5% | +11.4% | +1.3% |
| 30D | +33.5% | -23.5% | +57.1% | +35.0% |
| 3M | +53.5% | -25.4% | +78.9% | +55.1% |
| 6M | +52.2% | -51.3% | +103.5% | +57.3% |
| YTD | -0.1% | -29.9% | +29.8% | -0.2% |
| 1Y | +11.0% | -31.8% | +42.9% | +10.7% |
| 3Y | -11.8% | +127.0% | -138.8% | -32.2% |
| All | -22.6% | -13.8% | -8.8% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling