+855.4%
MU vs ACGL
+31.5%
+823.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +3.9% |
| 7D | -22.0% | +0.9% | -22.9% | -21.6% |
| 30D | -36.6% | +13.7% | -50.3% | -33.2% |
| 3M | -21.7% | +8.0% | -29.8% | -18.9% |
| 6M | +3.5% | +13.3% | -9.7% | +9.8% |
| YTD | +141.9% | +11.8% | +130.1% | +156.6% |
| 1Y | +189.8% | +22.2% | +167.6% | +206.5% |
| 3Y | +855.4% | +32.5% | +822.9% | +939.4% |
| All | +855.4% | +31.5% | +823.9% | +939.4% |
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 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