-2.9%
MDT vs ACGL
+159.2%
-162.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.0% |
| 7D | +5.4% | +0.9% | +4.6% | +5.2% |
| 30D | +19.1% | +13.7% | +5.3% | +14.7% |
| 3M | +19.5% | +8.0% | +11.4% | +16.8% |
| 6M | +33.5% | +13.3% | +20.2% | +28.7% |
| YTD | +8.7% | +11.8% | -3.2% | +5.0% |
| 1Y | +16.8% | +22.2% | -5.5% | +10.1% |
| 3Y | +53.0% | +32.5% | +20.5% | +39.7% |
| All | -2.9% | +159.2% | -162.1% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling