+2,427.5%
ACN vs MMM
+670.5%
+1,757.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | +0.9% | +6.2% | -5.3% | -2.3% |
| 30D | +33.5% | +14.2% | +19.3% | +24.6% |
| 3M | +53.5% | +2.9% | +50.6% | +50.4% |
| 6M | +52.2% | +27.6% | +24.7% | +33.0% |
| YTD | -0.1% | +17.3% | -17.4% | -9.7% |
| 1Y | +11.0% | +15.1% | -4.0% | +1.3% |
| 3Y | -11.8% | +157.1% | -168.9% | -50.5% |
| 5Y | -22.8% | +45.1% | -67.9% | -41.2% |
| 10Y | +162.4% | +83.9% | +78.6% | +66.2% |
| All | +2,427.5% | +670.5% | +1,757.0% | +514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling