+855.4%
MU vs ACN
-11.6%
+866.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +4.7% |
| 7D | -22.0% | +0.9% | -22.9% | -21.7% |
| 30D | -36.6% | +33.5% | -70.1% | -32.2% |
| 3M | -21.7% | +53.5% | -75.2% | -13.2% |
| 6M | +3.5% | +52.2% | -48.7% | +20.9% |
| YTD | +141.9% | -0.1% | +142.0% | +203.9% |
| 1Y | +189.8% | +11.0% | +178.8% | +252.6% |
| 3Y | +855.4% | -11.8% | +867.2% | +934.5% |
| All | +855.4% | -11.6% | +866.9% | +934.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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