+156.3%
ACN vs MMM
+88.0%
+68.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.2% | -3.1% |
| 7D | -2.5% | +5.8% | -8.3% | -4.9% |
| 30D | +22.6% | +17.9% | +4.7% | +14.1% |
| 3M | +45.9% | +3.6% | +42.3% | +43.1% |
| 6M | +43.8% | +32.9% | +10.9% | +26.1% |
| YTD | -2.5% | +19.5% | -21.9% | -11.0% |
| 1Y | +6.5% | +16.5% | -10.1% | -1.8% |
| 3Y | -14.2% | +167.2% | -181.3% | -49.4% |
| 5Y | -24.4% | +48.2% | -72.6% | -39.1% |
| 10Y | +156.3% | +83.0% | +73.3% | +66.4% |
| All | +156.3% | +88.0% | +68.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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