+32.0%
MLM vs ACGL
+174.7%
-142.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.1% |
| 7D | -1.2% | +6.4% | -7.6% | -3.4% |
| 30D | +7.9% | +16.6% | -8.7% | +2.2% |
| 3M | -4.5% | +11.6% | -16.0% | -8.3% |
| 6M | -12.6% | +17.5% | -30.1% | -17.9% |
| YTD | -14.9% | +15.3% | -30.1% | -19.7% |
| 1Y | -13.1% | +26.3% | -39.4% | -21.0% |
| 3Y | +21.2% | +35.9% | -14.7% | +3.6% |
| 5Y | +32.0% | +168.2% | -136.2% | -24.7% |
| All | +32.0% | +174.7% | -142.7% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling