+156.5%
ACN vs MLM
+185.4%
-29.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.1% |
| 7D | +0.9% | -4.1% | +5.0% | +2.4% |
| 30D | +33.5% | +8.2% | +25.4% | +29.9% |
| 3M | +53.5% | -3.6% | +57.0% | +55.3% |
| 6M | +52.2% | -15.6% | +67.8% | +60.4% |
| YTD | -0.1% | -16.4% | +16.3% | +4.9% |
| 1Y | +11.0% | -14.3% | +25.4% | +15.5% |
| 3Y | -11.8% | +19.3% | -31.1% | -20.7% |
| 5Y | -22.8% | +29.6% | -52.4% | -33.9% |
| All | +156.5% | +185.4% | -29.0% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling