+164.5%
ACGL vs MDY
+46.2%
+118.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -1.0% | -1.5% | +0.5% | -0.4% |
| 3M | +11.0% | +0.8% | +10.3% | +10.3% |
| 6M | -0.3% | +7.4% | -7.7% | -4.2% |
| YTD | +2.3% | +15.2% | -12.9% | -5.3% |
| 1Y | +6.4% | +16.5% | -10.2% | -2.3% |
| 3Y | +34.0% | +46.8% | -12.8% | +6.7% |
| All | +164.5% | +46.2% | +118.3% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling