+5,450.1%
MU vs ACM
+233.2%
+5,216.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.2% | -15.3% | -16.2% |
| 7D | -29.7% | +5.1% | -34.8% | -31.8% |
| 30D | -37.2% | +11.5% | -48.7% | -41.4% |
| 3M | -26.5% | -10.5% | -16.0% | -23.3% |
| 6M | +2.6% | -20.4% | +22.9% | +12.8% |
| YTD | +130.1% | -28.9% | +159.0% | +167.0% |
| 1Y | +176.7% | -48.7% | +225.4% | +290.6% |
| 3Y | +813.1% | -12.5% | +825.6% | +837.7% |
| 5Y | +822.0% | +0.5% | +821.4% | +760.2% |
| 10Y | +3,936.2% | +161.2% | +3,775.0% | +1,844.6% |
| All | +5,450.1% | +233.2% | +5,216.9% | +2,136.3% |
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