+808.8%
MU vs ACGL
+35.5%
+773.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.1% | -17.4% | -17.5% |
| 7D | -29.7% | +6.4% | -36.1% | -27.9% |
| 30D | -37.2% | +16.6% | -53.8% | -33.3% |
| 3M | -26.5% | +11.6% | -38.1% | -22.9% |
| 6M | +2.6% | +17.5% | -14.9% | +10.1% |
| YTD | +130.1% | +15.3% | +114.9% | +146.9% |
| 1Y | +176.7% | +26.3% | +150.4% | +195.9% |
| All | +808.8% | +35.5% | +773.3% | +900.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling