+324.9%
ACGL vs MDY
+165.3%
+159.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +2.3% | -0.1% | +0.4% |
| 30D | +12.3% | +2.0% | +10.3% | +10.3% |
| 3M | +11.8% | -5.6% | +17.5% | +16.5% |
| 6M | +17.5% | +1.3% | +16.2% | +15.2% |
| YTD | +14.3% | +12.3% | +1.9% | +2.4% |
| 1Y | +18.2% | +15.8% | +2.4% | +3.1% |
| 3Y | +33.2% | +56.5% | -23.3% | -13.8% |
| 5Y | +174.3% | +35.1% | +139.2% | +99.0% |
| All | +324.9% | +165.3% | +159.6% | +67.0% |
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