+5,778.3%
MU vs ACM
+128.0%
+5,650.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | +7.2% | -0.3% | +7.4% | +7.3% |
| 30D | +14.0% | -12.9% | +26.9% | +21.7% |
| 3M | +5.4% | -6.4% | +11.8% | +6.5% |
| 6M | +170.3% | -29.2% | +199.5% | +221.6% |
| YTD | +250.7% | -29.9% | +280.6% | +313.1% |
| 1Y | +662.1% | -47.3% | +709.4% | +968.5% |
| 3Y | +1,341.2% | -19.6% | +1,360.8% | +1,464.3% |
| 5Y | +1,319.3% | +5.5% | +1,313.8% | +1,196.2% |
| 10Y | +5,778.3% | +129.7% | +5,648.6% | +3,496.3% |
| All | +5,778.3% | +128.0% | +5,650.3% | +3,496.3% |
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