-23.1%
ACN vs MXL
+366.1%
-389.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.5% | -4.2% | +3.8% |
| 7D | -1.5% | +18.9% | -20.4% | -0.5% |
| 30D | +2.1% | +0.3% | +1.8% | +2.4% |
| 3M | +11.1% | -8.0% | +19.1% | +11.0% |
| 6M | -6.8% | +341.2% | -348.1% | -14.5% |
| YTD | -30.0% | +327.8% | -357.9% | -36.1% |
| 1Y | -23.1% | +364.9% | -388.0% | -31.0% |
| All | -23.1% | +366.1% | -389.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling