+32.5%
ACGL vs MDY
+50.6%
-18.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | +0.9% | -1.7% | +2.5% | +1.3% |
| 30D | +13.7% | -0.9% | +14.7% | +13.9% |
| 3M | +8.0% | -5.7% | +13.8% | +9.7% |
| 6M | +13.3% | -2.9% | +16.2% | +13.8% |
| YTD | +11.8% | +9.8% | +2.0% | +7.6% |
| 1Y | +22.2% | +13.5% | +8.8% | +16.2% |
| 3Y | +32.5% | +51.9% | -19.4% | +28.8% |
| All | +32.5% | +50.6% | -18.1% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling