+3,843.1%
MLM vs ACGL
+4,429.2%
-586.1%
-63.7%
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% | +1.7% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -6.8% | -1.0% | -5.8% | -6.6% |
| 3M | -11.2% | +11.0% | -22.3% | -14.2% |
| 6M | -21.8% | -0.3% | -21.5% | -22.0% |
| YTD | -17.0% | +2.3% | -19.2% | -18.1% |
| 1Y | -16.4% | +6.4% | -22.7% | -18.6% |
| 3Y | +14.5% | +34.0% | -19.5% | +2.2% |
| 5Y | +41.7% | +161.6% | -119.9% | +2.1% |
| 10Y | +200.0% | +278.6% | -78.5% | +93.4% |
| All | +3,843.1% | +4,429.2% | -586.1% | +1,683.2% |
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