+226.4%
MU vs ACM
-46.1%
+272.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +21.6% | +5.1% | +16.6% | +21.1% |
| 30D | -16.2% | +18.7% | -34.9% | -17.3% |
| 3M | -12.4% | +15.5% | -27.8% | -13.5% |
| 6M | +4.2% | +1.2% | +3.0% | +4.3% |
| YTD | +180.0% | -25.2% | +205.2% | +198.6% |
| 1Y | +226.4% | -46.3% | +272.7% | +293.9% |
| All | +226.4% | -46.1% | +272.5% | +293.9% |
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