-25.8%
ACN vs MXL
-19.3%
-6.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.4% |
| 7D | -3.8% | +13.4% | -17.3% | -4.3% |
| 30D | +16.5% | -29.2% | +45.8% | +17.5% |
| 3M | +41.5% | -27.2% | +68.7% | +41.3% |
| 6M | +60.1% | -36.4% | +96.5% | +57.3% |
| YTD | -3.9% | +220.0% | -224.0% | -25.1% |
| 1Y | +4.1% | +304.8% | -300.7% | -21.7% |
| 3Y | -15.9% | +238.5% | -254.3% | -42.2% |
| All | -25.8% | -19.3% | -6.5% | -33.0% |
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 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