+39.1%
MDT vs ACGL
+263.8%
-224.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -0.9% |
| 7D | +0.4% | -2.9% | +3.3% | +1.6% |
| 30D | +6.0% | -2.8% | +8.8% | +7.2% |
| 3M | +15.5% | +6.8% | +8.7% | +12.5% |
| 6M | +3.4% | -1.5% | +4.9% | +3.8% |
| YTD | -2.2% | -0.2% | -1.9% | -2.5% |
| 1Y | +2.6% | +5.3% | -2.7% | -0.1% |
| 3Y | +27.5% | +30.3% | -2.8% | +10.7% |
| 5Y | -20.1% | +151.8% | -171.9% | -50.1% |
| 10Y | +39.1% | +266.9% | -227.8% | -27.3% |
| All | +39.1% | +263.8% | -224.7% | -27.3% |
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