+5.3%
ACGL vs MDY
+15.1%
-9.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.4% |
| 7D | -2.9% | +1.0% | -4.0% | -2.9% |
| 30D | -2.8% | -3.1% | +0.3% | -2.9% |
| 3M | +6.8% | +1.8% | +5.0% | +6.6% |
| 6M | -1.5% | +10.8% | -12.3% | -2.5% |
| YTD | -0.2% | +14.4% | -14.7% | -1.9% |
| 1Y | +5.3% | +15.2% | -9.9% | +3.7% |
| All | +5.3% | +15.1% | -9.8% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling