+186.6%
MU vs ACM
-45.8%
+232.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -15.2% | +6.6% | -21.8% | -15.6% |
| 30D | -29.5% | +19.8% | -49.3% | -30.4% |
| 3M | -15.8% | -3.1% | -12.6% | -14.6% |
| 6M | -2.9% | -11.5% | +8.6% | +1.6% |
| YTD | +154.2% | -24.7% | +178.9% | +170.5% |
| 1Y | +186.6% | -45.1% | +231.6% | +239.6% |
| All | +186.6% | -45.8% | +232.4% | +239.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling