+4,524.1%
MU vs ACM
+131.3%
+4,392.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +21.6% | +5.1% | +16.6% | +18.2% |
| 30D | -16.2% | +18.7% | -34.9% | -24.3% |
| 3M | -12.4% | +15.5% | -27.8% | -20.4% |
| 6M | +4.2% | +1.2% | +3.0% | -0.1% |
| YTD | +180.0% | -25.2% | +205.2% | +217.5% |
| 1Y | +226.4% | -46.3% | +272.7% | +358.1% |
| 3Y | +969.7% | -9.6% | +979.3% | +978.2% |
| 5Y | +957.9% | +4.4% | +953.5% | +859.6% |
| All | +4,524.1% | +131.3% | +4,392.8% | +2,452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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