+6,028.8%
MU vs ACGL
+276.1%
+5,752.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.7% | +7.8% | +6.7% |
| 7D | +9.0% | -0.7% | +9.7% | +9.2% |
| 30D | +13.8% | -1.0% | +14.8% | +14.0% |
| 3M | +2.1% | +11.0% | -9.0% | -3.7% |
| 6M | +153.8% | -0.3% | +154.1% | +148.0% |
| YTD | +256.4% | +2.3% | +254.1% | +242.5% |
| 1Y | +719.8% | +6.4% | +713.4% | +668.3% |
| 3Y | +1,360.4% | +34.0% | +1,326.4% | +1,064.1% |
| 5Y | +1,312.4% | +161.6% | +1,150.8% | +644.0% |
| All | +6,028.8% | +276.1% | +5,752.7% | +2,501.4% |
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