+156.3%
ACN vs MPC
+1,165.8%
-1,009.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.0% | -3.4% |
| 7D | -2.5% | -9.4% | +6.9% | -0.5% |
| 30D | +22.6% | -14.3% | +37.0% | +26.7% |
| 3M | +45.9% | +31.1% | +14.8% | +36.4% |
| 6M | +43.8% | +60.3% | -16.4% | +27.8% |
| YTD | -2.5% | +142.5% | -145.0% | -21.9% |
| 1Y | +6.5% | +104.6% | -98.1% | -11.4% |
| 3Y | -14.2% | +191.7% | -205.9% | -36.0% |
| 5Y | -24.4% | +549.2% | -573.6% | -55.1% |
| 10Y | +156.3% | +1,106.2% | -949.9% | +21.8% |
| All | +156.3% | +1,165.8% | -1,009.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling