+83.0%
MMM vs ACGL
+332.3%
-249.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +5.8% | -1.1% | +6.8% | +6.3% |
| 30D | +17.9% | +13.1% | +4.8% | +12.7% |
| 3M | +3.6% | +9.8% | -6.2% | 0.0% |
| 6M | +32.9% | +15.3% | +17.6% | +25.5% |
| YTD | +19.5% | +12.7% | +6.8% | +13.5% |
| 1Y | +16.5% | +20.7% | -4.2% | +7.8% |
| 3Y | +167.2% | +34.3% | +132.9% | +134.1% |
| 5Y | +48.2% | +170.6% | -122.4% | -4.3% |
| 10Y | +83.0% | +330.6% | -247.6% | -11.0% |
| All | +83.0% | +332.3% | -249.3% | -11.0% |
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