-41.9%
ACN vs MTB
+118.5%
-160.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -4.8% | +2.8% | -7.6% | -5.6% |
| 30D | +1.9% | -4.2% | +6.1% | +3.2% |
| 3M | +3.9% | +7.8% | -3.9% | +1.5% |
| 6M | -15.0% | +14.8% | -29.8% | -18.7% |
| YTD | -31.9% | +20.8% | -52.7% | -35.7% |
| 1Y | -28.5% | +23.1% | -51.6% | -33.0% |
| 3Y | -41.9% | +114.8% | -156.7% | -52.1% |
| All | -41.9% | +118.5% | -160.4% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling