+2,325.1%
ACN vs MTB
+436.6%
+1,888.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.7% | 0.0% | -5.7% | -5.8% |
| 30D | +17.0% | +0.8% | +16.2% | +16.7% |
| 3M | +39.9% | -12.8% | +52.6% | +45.7% |
| 6M | +50.2% | +6.7% | +43.5% | +47.0% |
| YTD | -4.2% | +11.3% | -15.5% | -7.6% |
| 1Y | +4.3% | +20.2% | -15.9% | -1.8% |
| 3Y | -17.1% | +103.8% | -120.9% | -34.9% |
| 5Y | -26.5% | +60.9% | -87.4% | -39.3% |
| 10Y | +147.7% | +115.0% | +32.7% | +74.9% |
| All | +2,325.1% | +436.6% | +1,888.6% | +854.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling