+847.8%
MU vs ACGL
+159.2%
+688.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +5.1% |
| 7D | -22.0% | +0.9% | -22.9% | -22.0% |
| 30D | -36.6% | +13.7% | -50.3% | -36.6% |
| 3M | -21.7% | +8.0% | -29.8% | -21.7% |
| 6M | +3.5% | +13.3% | -9.7% | +2.9% |
| YTD | +141.9% | +11.8% | +130.1% | +139.7% |
| 1Y | +189.8% | +22.2% | +167.6% | +180.9% |
| 3Y | +855.4% | +32.5% | +822.9% | +775.1% |
| All | +847.8% | +159.2% | +688.6% | +466.7% |
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