-41.1%
ACN vs MO
+99.8%
-141.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | -1.5% | +0.1% | -1.7% | -1.5% |
| 30D | +2.1% | +7.1% | -5.1% | +1.0% |
| 3M | +11.1% | -2.0% | +13.1% | +11.6% |
| 6M | -6.8% | +7.3% | -14.1% | -7.5% |
| YTD | -30.0% | +23.5% | -53.5% | -32.3% |
| 1Y | -23.1% | +11.0% | -34.1% | -24.3% |
| 3Y | -40.4% | +95.0% | -135.4% | -49.1% |
| All | -41.1% | +99.8% | -141.0% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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