+484.1%
ACN vs MXL
+270.5%
+213.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.1% | -4.7% |
| 7D | -4.8% | +15.5% | -20.3% | -6.3% |
| 30D | +1.9% | -11.3% | +13.2% | +2.6% |
| 3M | +3.9% | -16.1% | +20.0% | +1.6% |
| 6M | -15.0% | +323.0% | -338.0% | -37.6% |
| YTD | -31.9% | +281.5% | -313.4% | -49.5% |
| 1Y | -28.5% | +319.3% | -347.8% | -48.2% |
| 3Y | -41.9% | +189.4% | -231.3% | -59.3% |
| 5Y | -42.9% | +26.0% | -68.8% | -55.7% |
| 10Y | +88.7% | +243.5% | -154.8% | +13.5% |
| All | +484.1% | +270.5% | +213.6% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling