+61.6%
MDT vs ACGL
+332.3%
-270.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +3.5% | -1.1% | +4.6% | +4.0% |
| 30D | +16.2% | +13.1% | +3.0% | +10.6% |
| 3M | +18.9% | +9.8% | +9.1% | +14.5% |
| 6M | +37.3% | +15.3% | +22.1% | +29.6% |
| YTD | +9.7% | +12.7% | -3.0% | +4.2% |
| 1Y | +15.2% | +20.7% | -5.5% | +6.3% |
| 3Y | +61.8% | +34.3% | +27.5% | +39.7% |
| 5Y | -1.4% | +170.6% | -172.0% | -40.0% |
| 10Y | +61.6% | +330.6% | -269.0% | -21.4% |
| All | +61.6% | +332.3% | -270.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling