+896.2%
MU vs ACM
+5.4%
+890.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -15.2% | +6.6% | -21.8% | -17.9% |
| 30D | -29.5% | +19.8% | -49.3% | -35.9% |
| 3M | -15.8% | -3.1% | -12.6% | -15.4% |
| 6M | -2.9% | -11.5% | +8.6% | +1.8% |
| YTD | +154.2% | -24.7% | +178.9% | +190.5% |
| 1Y | +186.6% | -45.1% | +231.6% | +313.6% |
| 3Y | +871.5% | -8.9% | +880.4% | +869.5% |
| All | +896.2% | +5.4% | +890.8% | +769.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling