+330.6%
ACGL vs MDY
+180.7%
+149.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -1.7% |
| 7D | -1.1% | +0.7% | -1.8% | -1.8% |
| 30D | +13.1% | +1.3% | +11.8% | +11.7% |
| 3M | +9.8% | -4.1% | +13.9% | +13.0% |
| 6M | +15.3% | +1.0% | +14.3% | +13.3% |
| YTD | +12.7% | +13.3% | -0.6% | +0.3% |
| 1Y | +20.7% | +15.7% | +5.0% | +5.4% |
| 3Y | +34.3% | +59.6% | -25.3% | -14.4% |
| 5Y | +170.6% | +36.3% | +134.3% | +95.1% |
| 10Y | +330.6% | +173.6% | +156.9% | +63.1% |
| All | +330.6% | +180.7% | +149.8% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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