+181.2%
MLM vs ACGL
+337.7%
-156.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.1% | -0.4% |
| 7D | -4.1% | +0.9% | -5.0% | -4.5% |
| 30D | +8.2% | +13.7% | -5.6% | +1.7% |
| 3M | -3.6% | +8.0% | -11.6% | -7.3% |
| 6M | -15.6% | +13.3% | -28.8% | -21.0% |
| YTD | -16.4% | +11.8% | -28.3% | -21.8% |
| 1Y | -14.3% | +22.2% | -36.6% | -23.4% |
| 3Y | +19.3% | +32.5% | -13.2% | -1.2% |
| 5Y | +29.6% | +160.2% | -130.6% | -28.0% |
| All | +181.2% | +337.7% | -156.4% | +2.0% |
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