+1,000.7%
MUU vs ACGL
-2.5%
+1,003.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.0% | +12.2% | +6.5% |
| 7D | -42.8% | +0.9% | -43.6% | -41.8% |
| 30D | -63.6% | +13.7% | -77.4% | -58.9% |
| 3M | -48.5% | +8.0% | -56.6% | -43.6% |
| 6M | -36.9% | +13.3% | -50.2% | -26.8% |
| YTD | +176.7% | +11.8% | +164.8% | +219.2% |
| 1Y | +266.3% | +22.2% | +244.0% | +305.8% |
| All | +1,000.7% | -2.5% | +1,003.2% | +1,443.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling