+152.3%
ACN vs MMM
+73.3%
+79.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | -3.8% | -0.8% | -3.0% | -3.5% |
| 30D | +16.5% | +11.7% | +4.9% | +10.9% |
| 3M | +41.5% | +1.0% | +40.5% | +40.3% |
| 6M | +60.1% | +26.0% | +34.0% | +43.7% |
| YTD | -3.9% | +16.3% | -20.3% | -11.4% |
| 1Y | +4.1% | +9.6% | -5.5% | -1.4% |
| 3Y | -15.9% | +157.3% | -173.2% | -49.5% |
| 5Y | -26.3% | +42.5% | -68.8% | -39.5% |
| All | +152.3% | +73.3% | +79.0% | +73.3% |
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