+4,678.2%
ACGL vs MDY
+2,148.0%
+2,530.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | +0.9% | -1.7% | +2.5% | +1.7% |
| 30D | +13.7% | -0.9% | +14.7% | +14.2% |
| 3M | +8.0% | -5.7% | +13.8% | +11.4% |
| 6M | +13.3% | -2.9% | +16.2% | +14.5% |
| YTD | +11.8% | +9.8% | +2.0% | +5.1% |
| 1Y | +22.2% | +13.5% | +8.8% | +12.7% |
| 3Y | +32.5% | +51.9% | -19.4% | +2.0% |
| 5Y | +160.2% | +32.0% | +128.1% | +114.7% |
| 10Y | +338.5% | +176.5% | +162.1% | +152.0% |
| All | +4,678.2% | +2,148.0% | +2,530.2% | +1,256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling