+1,348.1%
MUU vs ACGL
-0.7%
+1,348.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.2% |
| 7D | +43.7% | -1.2% | +44.9% | +42.3% |
| 30D | -37.2% | +12.8% | -50.0% | -29.6% |
| 3M | -36.1% | +12.3% | -48.4% | -27.9% |
| 6M | -35.7% | +15.8% | -51.6% | -24.3% |
| YTD | +264.0% | +13.9% | +250.1% | +326.5% |
| 1Y | +359.1% | +19.0% | +340.1% | +427.7% |
| All | +1,348.1% | -0.7% | +1,348.8% | +1,962.9% |
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