+1,162.9%
MDT vs ACGL
+4,429.2%
-3,266.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.6% |
| 7D | +3.2% | -0.7% | +4.0% | +3.4% |
| 30D | +9.5% | -1.0% | +10.5% | +9.8% |
| 3M | +16.0% | +11.0% | +4.9% | +13.1% |
| 6M | +0.2% | -0.3% | +0.5% | +0.2% |
| YTD | -0.3% | +2.3% | -2.5% | -1.0% |
| 1Y | +4.7% | +6.4% | -1.7% | +2.9% |
| 3Y | +26.5% | +34.0% | -7.4% | +16.6% |
| 5Y | -18.2% | +161.6% | -179.8% | -36.3% |
| 10Y | +40.0% | +278.6% | -238.6% | -0.3% |
| All | +1,162.9% | +4,429.2% | -3,266.3% | +545.2% |
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