+511.3%
ACN vs MPC
+2,849.2%
-2,337.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.5% |
| 7D | +0.9% | -16.2% | +17.1% | +4.9% |
| 30D | +33.5% | -15.7% | +49.3% | +38.6% |
| 3M | +53.5% | +24.9% | +28.6% | +45.1% |
| 6M | +52.2% | +52.7% | -0.4% | +36.8% |
| YTD | -0.1% | +131.9% | -132.0% | -19.2% |
| 1Y | +11.0% | +96.6% | -85.6% | -6.7% |
| 3Y | -11.8% | +163.8% | -175.6% | -32.5% |
| 5Y | -22.8% | +533.1% | -555.9% | -53.4% |
| 10Y | +162.4% | +1,118.6% | -956.2% | +21.5% |
| All | +511.3% | +2,849.2% | -2,337.9% | +89.0% |
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 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