+91.6%
ACN vs MLM
+199.9%
-108.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.5% | -3.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.6% |
| 30D | +9.4% | -6.8% | +16.2% | +12.1% |
| 3M | +5.6% | -11.2% | +16.9% | +9.7% |
| 6M | -9.3% | -21.8% | +12.6% | -1.9% |
| YTD | -29.0% | -17.0% | -12.0% | -25.2% |
| 1Y | -24.7% | -16.4% | -8.3% | -21.0% |
| 3Y | -39.8% | +14.5% | -54.3% | -45.2% |
| 5Y | -40.9% | +41.7% | -82.7% | -50.9% |
| All | +91.6% | +199.9% | -108.3% | +19.5% |
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