-42.3%
ACN vs MXL
+200.2%
-242.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.2% |
| 7D | -7.9% | +16.6% | -24.5% | -7.9% |
| 30D | -1.1% | +0.5% | -1.5% | -1.1% |
| 3M | +5.6% | -3.6% | +9.2% | +4.2% |
| 6M | -9.9% | +328.0% | -338.0% | -20.7% |
| YTD | -32.3% | +297.8% | -330.1% | -40.3% |
| 1Y | -25.3% | +339.4% | -364.7% | -34.9% |
| All | -42.3% | +200.2% | -242.5% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling