+4,271.9%
MU vs ACGL
+332.3%
+3,939.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.0% |
| 7D | -12.0% | -1.1% | -11.0% | -11.9% |
| 30D | -28.7% | +13.1% | -41.9% | -32.1% |
| 3M | -16.4% | +9.8% | -26.2% | -19.8% |
| 6M | -1.8% | +15.3% | -17.1% | -9.2% |
| YTD | +157.1% | +12.7% | +144.3% | +137.3% |
| 1Y | +208.5% | +20.7% | +187.8% | +175.5% |
| 3Y | +906.2% | +34.3% | +871.9% | +714.4% |
| 5Y | +893.4% | +170.6% | +722.8% | +423.3% |
| 10Y | +4,271.9% | +330.6% | +3,941.3% | +1,794.6% |
| All | +4,271.9% | +332.3% | +3,939.5% | +1,794.6% |
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