-25.8%
ACN vs MTB
+61.4%
-87.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -3.8% | +1.5% | -5.4% | -4.3% |
| 30D | +16.5% | +2.3% | +14.2% | +15.6% |
| 3M | +41.5% | -12.1% | +53.6% | +47.2% |
| 6M | +60.1% | +9.8% | +50.3% | +55.2% |
| YTD | -3.9% | +12.0% | -16.0% | -7.6% |
| 1Y | +4.1% | +22.0% | -17.9% | -2.5% |
| 3Y | -15.9% | +107.6% | -123.5% | -34.1% |
| All | -25.8% | +61.4% | -87.1% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling