+4,678.2%
ACGL vs MTB
+2,309.4%
+2,368.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | +0.9% | -1.3% | +2.2% | +1.3% |
| 30D | +13.7% | +0.5% | +13.2% | +13.5% |
| 3M | +8.0% | -12.4% | +20.4% | +12.8% |
| 6M | +13.3% | +1.5% | +11.8% | +12.3% |
| YTD | +11.8% | +10.3% | +1.5% | +7.6% |
| 1Y | +22.2% | +22.2% | 0.0% | +13.6% |
| 3Y | +32.5% | +96.9% | -64.5% | +2.6% |
| 5Y | +160.2% | +64.3% | +95.9% | +108.0% |
| 10Y | +338.5% | +137.8% | +200.7% | +203.0% |
| All | +4,678.2% | +2,309.4% | +2,368.9% | +1,859.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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