-30.7%
MUZ vs ACM
-5.2%
-25.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -2.2% | +36.1% | +35.1% |
| 7D | +79.0% | +5.1% | +74.0% | +72.9% |
| 30D | +104.4% | +11.5% | +92.9% | +90.9% |
| 3M | +27.0% | -10.5% | +37.4% | +37.7% |
| All | -30.7% | -5.2% | -25.6% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling