-15.9%
ACN vs MMM
+158.4%
-174.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -3.8% | -0.4% | -3.5% | -3.8% |
| 30D | +16.5% | +12.1% | +4.4% | +13.6% |
| 3M | +41.5% | +1.4% | +40.0% | +40.9% |
| 6M | +60.1% | +26.6% | +33.5% | +51.6% |
| YTD | -3.9% | +16.8% | -20.8% | -7.4% |
| 1Y | +4.1% | +10.1% | -6.0% | +1.7% |
| 3Y | -15.9% | +158.4% | -174.3% | -24.2% |
| All | -15.9% | +158.4% | -174.2% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling