+938.2%
MU vs ACN
-26.4%
+964.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +12.8% | -3.8% | +16.6% | +13.1% |
| 30D | -14.9% | +16.5% | -31.4% | -16.4% |
| 3M | -18.0% | +41.5% | -59.5% | -21.5% |
| 6M | -3.1% | +60.1% | -63.2% | -10.7% |
| YTD | +172.9% | -3.9% | +176.8% | +207.5% |
| 1Y | +228.8% | +4.1% | +224.8% | +252.9% |
| 3Y | +950.8% | -15.9% | +966.7% | +1,090.9% |
| All | +938.2% | -26.4% | +964.7% | +1,077.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling