-45.5%
MUZ vs ACM
-0.2%
-45.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +5.2% | -18.0% | -15.0% |
| 7D | +14.0% | +6.9% | +7.1% | +9.5% |
| 30D | +57.6% | +19.1% | +38.5% | +42.2% |
| 3M | -3.1% | -6.9% | +3.9% | +3.9% |
| All | -45.5% | -0.2% | -45.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · Available span rolling