-25.8%
ACN vs MP
-13.0%
-12.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.1% |
| 7D | -3.8% | +9.5% | -13.3% | -4.2% |
| 30D | +16.5% | -3.0% | +19.5% | +16.6% |
| 3M | +41.5% | -30.4% | +71.8% | +43.5% |
| 6M | +60.1% | -39.2% | +99.3% | +63.3% |
| YTD | -3.9% | -23.3% | +19.3% | -4.4% |
| 1Y | +4.1% | -32.6% | +36.7% | +4.3% |
| 3Y | -15.9% | +159.3% | -175.1% | -36.3% |
| All | -25.8% | -13.0% | -12.8% | -32.5% |
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