-21.4%
ACN vs MP
-13.9%
-7.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | +0.6% |
| 7D | +7.3% | -19.0% | +26.2% | +8.2% |
| 30D | +38.2% | -30.5% | +68.7% | +40.3% |
| 3M | +56.6% | -29.6% | +86.1% | +58.6% |
| 6M | +51.1% | -50.4% | +101.5% | +55.7% |
| YTD | +1.7% | -33.2% | +34.9% | +1.8% |
| 1Y | +10.1% | -38.6% | +48.7% | +10.4% |
| 3Y | -10.3% | +105.5% | -115.8% | -29.8% |
| 5Y | -21.4% | -7.8% | -13.6% | -29.8% |
| All | -21.4% | -13.9% | -7.5% | -29.8% |
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