+334.7%
ACN vs MPC
+2,977.1%
-2,642.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +5.4% | -7.0% | -2.7% |
| 30D | +9.4% | +31.0% | -21.6% | +2.6% |
| 3M | +5.6% | +46.0% | -40.4% | -3.6% |
| 6M | -9.3% | +77.3% | -86.6% | -21.2% |
| YTD | -29.0% | +141.9% | -170.9% | -42.9% |
| 1Y | -24.7% | +120.9% | -145.6% | -38.3% |
| 3Y | -39.8% | +182.7% | -222.5% | -54.6% |
| 5Y | -40.9% | +646.4% | -687.4% | -65.7% |
| 10Y | +91.1% | +1,138.7% | -1,047.6% | -11.8% |
| All | +334.7% | +2,977.1% | -2,642.4% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling