-40.6%
ACN vs MMM
+24.5%
-65.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.4% |
| 7D | -1.5% | -3.3% | +1.8% | -0.4% |
| 30D | +9.4% | -7.0% | +16.4% | +12.0% |
| 3M | +5.6% | +10.8% | -5.2% | +1.9% |
| 6M | -9.3% | +5.8% | -15.0% | -11.4% |
| YTD | -29.0% | +6.8% | -35.7% | -31.0% |
| 1Y | -24.7% | +10.4% | -35.0% | -27.8% |
| 3Y | -39.8% | +104.7% | -144.5% | -55.1% |
| All | -40.6% | +24.5% | -65.1% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling