-22.5%
ACN vs MMM
+44.4%
-66.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | +0.9% | +6.2% | -5.3% | -1.1% |
| 30D | +33.5% | +14.2% | +19.3% | +27.8% |
| 3M | +53.5% | +2.9% | +50.6% | +51.7% |
| 6M | +52.2% | +27.6% | +24.7% | +39.7% |
| YTD | -0.1% | +17.3% | -17.4% | -6.0% |
| 1Y | +11.0% | +15.1% | -4.0% | +5.1% |
| 3Y | -11.8% | +157.1% | -168.9% | -40.3% |
| All | -22.5% | +44.4% | -66.9% | -29.7% |
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