-22.5%
ACN vs MPC
+527.1%
-549.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.5% |
| 7D | +0.9% | -16.2% | +17.1% | +4.1% |
| 30D | +33.5% | -15.7% | +49.3% | +37.5% |
| 3M | +53.5% | +24.9% | +28.6% | +46.8% |
| 6M | +52.2% | +52.7% | -0.4% | +39.8% |
| YTD | -0.1% | +131.9% | -132.0% | -15.7% |
| 1Y | +11.0% | +96.6% | -85.6% | -3.3% |
| 3Y | -11.8% | +163.8% | -175.6% | -29.5% |
| All | -22.5% | +527.1% | -549.6% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling