+28.2%
MLM vs ACGL
+35.7%
-7.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.8% |
| 7D | +9.1% | +8.0% | +1.1% | +7.4% |
| 30D | +14.6% | +17.3% | -2.7% | +10.9% |
| 3M | +0.3% | +11.2% | -10.9% | -2.0% |
| 6M | -7.5% | +18.2% | -25.6% | -10.7% |
| YTD | -10.2% | +15.4% | -25.6% | -13.2% |
| 1Y | -10.5% | +26.5% | -37.0% | -15.4% |
| All | +28.2% | +35.7% | -7.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling