-41.1%
ACN vs MXL
+40.1%
-81.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.5% | -4.2% | +3.0% |
| 7D | -1.5% | +18.9% | -20.4% | -2.5% |
| 30D | +2.1% | +0.3% | +1.8% | +1.8% |
| 3M | +11.1% | -8.0% | +19.1% | +8.9% |
| 6M | -6.8% | +341.2% | -348.1% | -27.3% |
| YTD | -30.0% | +327.8% | -357.9% | -45.5% |
| 1Y | -23.1% | +364.9% | -388.0% | -41.3% |
| 3Y | -40.4% | +229.2% | -269.6% | -56.2% |
| All | -41.1% | +40.1% | -81.2% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling