+186.5%
MLM vs ACGL
+351.1%
-164.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.1% |
| 7D | -1.2% | +6.4% | -7.6% | -4.1% |
| 30D | +7.9% | +16.6% | -8.7% | +0.3% |
| 3M | -4.5% | +11.6% | -16.0% | -9.6% |
| 6M | -12.6% | +17.5% | -30.1% | -19.7% |
| YTD | -14.9% | +15.3% | -30.1% | -21.5% |
| 1Y | -13.1% | +26.3% | -39.4% | -23.5% |
| 3Y | +21.2% | +35.9% | -14.7% | -0.8% |
| 5Y | +32.0% | +168.2% | -136.2% | -27.7% |
| All | +186.5% | +351.1% | -164.6% | +2.4% |
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