+855.4%
MU vs ACM
-12.3%
+867.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | +5.4% | -27.4% | -23.8% |
| 30D | -36.6% | +15.1% | -51.7% | -40.5% |
| 3M | -21.7% | -10.5% | -11.2% | -18.0% |
| 6M | +3.5% | -19.7% | +23.2% | +15.2% |
| YTD | +141.9% | -28.8% | +170.8% | +184.3% |
| 1Y | +189.8% | -47.9% | +237.7% | +342.9% |
| 3Y | +855.4% | -12.4% | +867.7% | +882.6% |
| All | +855.4% | -12.3% | +867.7% | +882.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling