+1,362.4%
MU vs ACM
-21.7%
+1,384.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | -3.7% | +12.7% | +10.9% |
| 30D | +13.8% | -11.1% | +24.9% | +19.7% |
| 3M | +2.1% | -8.0% | +10.1% | +4.6% |
| 6M | +153.8% | -29.7% | +183.5% | +206.7% |
| YTD | +256.4% | -29.4% | +285.8% | +319.1% |
| 1Y | +719.8% | -46.4% | +766.2% | +1,097.6% |
| All | +1,362.4% | -21.7% | +1,384.1% | +1,484.6% |
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