+1,276.4%
MDT vs ACGL
+4,853.1%
-3,576.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.2% |
| 7D | +5.4% | +0.9% | +4.6% | +5.3% |
| 30D | +19.1% | +13.7% | +5.3% | +15.5% |
| 3M | +19.5% | +8.0% | +11.4% | +17.3% |
| 6M | +33.5% | +13.3% | +20.2% | +29.6% |
| YTD | +8.7% | +11.8% | -3.2% | +5.7% |
| 1Y | +16.8% | +22.2% | -5.5% | +11.2% |
| 3Y | +53.0% | +32.5% | +20.5% | +41.6% |
| 5Y | -2.9% | +160.2% | -163.1% | -24.2% |
| 10Y | +61.4% | +338.5% | -277.1% | +11.6% |
| All | +1,276.4% | +4,853.1% | -3,576.6% | +588.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling