-41.9%
ACN vs MMM
+105.1%
-147.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -4.8% | -1.6% | -3.2% | -4.5% |
| 30D | +1.9% | -8.0% | +9.9% | +3.8% |
| 3M | +3.9% | +9.4% | -5.5% | +1.7% |
| 6M | -15.0% | +10.2% | -25.3% | -17.1% |
| YTD | -31.9% | +6.1% | -38.0% | -32.9% |
| 1Y | -28.5% | +10.8% | -39.3% | -30.4% |
| 3Y | -41.9% | +104.8% | -146.7% | -49.0% |
| All | -41.9% | +105.1% | -147.0% | -49.0% |
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