+93.1%
ACN vs MTB
+173.8%
-80.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +2.1% | -4.8% | +6.9% | +3.7% |
| 3M | +11.1% | +6.0% | +5.1% | +9.0% |
| 6M | -6.8% | +19.6% | -26.5% | -12.3% |
| YTD | -30.0% | +21.5% | -51.5% | -34.5% |
| 1Y | -23.1% | +24.7% | -47.8% | -28.7% |
| 3Y | -40.4% | +108.6% | -149.0% | -54.1% |
| 5Y | -41.6% | +106.7% | -148.3% | -56.1% |
| All | +93.1% | +173.8% | -80.8% | +41.3% |
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