+8,494.5%
MU vs ACM
+230.8%
+8,263.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.3% |
| 7D | +9.0% | -3.7% | +12.7% | +11.4% |
| 30D | +13.8% | -11.1% | +24.9% | +20.3% |
| 3M | +2.1% | -8.0% | +10.1% | +4.5% |
| 6M | +153.8% | -29.7% | +183.5% | +203.6% |
| YTD | +256.4% | -29.4% | +285.8% | +318.8% |
| 1Y | +719.8% | -46.4% | +766.2% | +1,038.2% |
| 3Y | +1,360.4% | -22.3% | +1,382.7% | +1,519.3% |
| 5Y | +1,312.4% | +4.5% | +1,308.0% | +1,191.9% |
| 10Y | +6,142.6% | +127.6% | +6,014.9% | +3,190.5% |
| All | +8,494.5% | +230.8% | +8,263.7% | +3,407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling