+822.0%
MU vs ACGL
+174.7%
+647.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.1% | -17.4% | -17.5% |
| 7D | -29.7% | +6.4% | -36.1% | -29.7% |
| 30D | -37.2% | +16.6% | -53.8% | -37.2% |
| 3M | -26.5% | +11.6% | -38.1% | -26.4% |
| 6M | +2.6% | +17.5% | -14.9% | +1.9% |
| YTD | +130.1% | +15.3% | +114.9% | +128.3% |
| 1Y | +176.7% | +26.3% | +150.4% | +168.3% |
| 3Y | +813.1% | +35.9% | +777.2% | +739.4% |
| 5Y | +822.0% | +168.2% | +653.8% | +461.6% |
| All | +822.0% | +174.7% | +647.3% | +461.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling