+86.8%
ACN vs MTB
+172.9%
-86.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -7.9% | -0.4% | -7.4% | -7.7% |
| 30D | -1.1% | -4.6% | +3.5% | +0.4% |
| 3M | +5.6% | +7.4% | -1.8% | +3.2% |
| 6M | -9.9% | +18.7% | -28.6% | -15.0% |
| YTD | -32.3% | +21.1% | -53.4% | -36.6% |
| 1Y | -25.3% | +24.1% | -49.4% | -30.6% |
| 3Y | -42.3% | +115.3% | -157.6% | -56.0% |
| 5Y | -43.5% | +106.0% | -149.5% | -57.4% |
| All | +86.8% | +172.9% | -86.1% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling