+495.3%
ACN vs MPC
+3,087.4%
-2,592.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -2.7% |
| 7D | -4.0% | +2.6% | -6.6% | -4.7% |
| 30D | +19.0% | -12.2% | +31.2% | +22.2% |
| 3M | +42.2% | +20.1% | +22.1% | +35.6% |
| 6M | +50.1% | +60.6% | -10.5% | +33.4% |
| YTD | -2.7% | +150.6% | -153.3% | -22.8% |
| 1Y | +7.6% | +104.7% | -97.1% | -10.5% |
| 3Y | -15.9% | +194.5% | -210.4% | -37.3% |
| 5Y | -24.4% | +582.3% | -606.7% | -55.2% |
| 10Y | +151.4% | +1,135.3% | -983.9% | +16.0% |
| All | +495.3% | +3,087.4% | -2,592.1% | +80.6% |
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