+195.2%
ACN vs MTUM
+609.5%
-414.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -6.3% | +4.1% | -10.5% | -8.8% |
| 30D | -1.4% | +0.6% | -2.0% | -2.2% |
| 3M | +2.6% | -0.6% | +3.2% | -1.3% |
| 6M | -14.3% | +25.3% | -39.6% | -32.3% |
| YTD | -33.1% | +23.8% | -56.9% | -47.0% |
| 1Y | -28.8% | +25.4% | -54.2% | -44.4% |
| 3Y | -43.0% | +117.3% | -160.2% | -72.9% |
| 5Y | -44.0% | +79.7% | -123.7% | -68.7% |
| 10Y | +88.5% | +359.6% | -271.1% | -56.0% |
| All | +195.2% | +609.5% | -414.2% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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