-21.7%
ACN vs MLM
+37.7%
-59.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +2.8% |
| 7D | +8.6% | +9.1% | -0.6% | +4.8% |
| 30D | +36.6% | +14.6% | +21.9% | +29.3% |
| 3M | +56.3% | +0.3% | +56.0% | +55.9% |
| 6M | +49.7% | -7.5% | +57.1% | +53.0% |
| YTD | +1.3% | -10.2% | +11.6% | +4.1% |
| 1Y | +11.9% | -10.5% | +22.4% | +14.9% |
| 3Y | -10.6% | +27.8% | -38.4% | -26.9% |
| All | -21.7% | +37.7% | -59.4% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling