+276.3%
ACGL vs MDY
+170.4%
+105.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.3% |
| 7D | -2.1% | -0.8% | -1.4% | -1.5% |
| 30D | -2.2% | -3.9% | +1.7% | +0.8% |
| 3M | +6.3% | 0.0% | +6.4% | +5.9% |
| 6M | +0.5% | +8.5% | -8.0% | -6.6% |
| YTD | +0.2% | +13.2% | -13.0% | -10.5% |
| 1Y | +7.3% | +15.0% | -7.8% | -5.8% |
| 3Y | +30.8% | +49.6% | -18.7% | -11.4% |
| 5Y | +155.8% | +46.0% | +109.8% | +72.6% |
| 10Y | +276.3% | +176.4% | +100.0% | +45.7% |
| All | +276.3% | +170.4% | +105.9% | +45.7% |
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