+1,138.0%
MUU vs ACGL
-1.7%
+1,139.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.8% | +11.7% | +13.2% |
| 7D | -27.2% | -1.1% | -26.1% | -27.5% |
| 30D | -54.0% | +13.1% | -67.2% | -48.4% |
| 3M | -41.4% | +9.8% | -51.2% | -35.1% |
| 6M | -42.5% | +15.3% | -57.7% | -32.8% |
| YTD | +211.2% | +12.7% | +198.5% | +261.2% |
| 1Y | +313.4% | +20.7% | +292.7% | +365.3% |
| All | +1,138.0% | -1.7% | +1,139.8% | +1,647.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling