-44.8%
ACHR vs MDB
-4.8%
-40.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.3% | -5.9% |
| 7D | -2.7% | -4.5% | +1.9% | -1.2% |
| 30D | -12.1% | -14.0% | +1.8% | -8.0% |
| 3M | +3.4% | +5.3% | -1.9% | +1.3% |
| 6M | -15.6% | +31.9% | -47.5% | -24.3% |
| YTD | -26.9% | -14.6% | -12.3% | -25.7% |
| 1Y | -34.8% | +8.2% | -43.0% | -39.1% |
| 3Y | -19.2% | -5.0% | -14.2% | -28.8% |
| 5Y | -43.8% | -24.5% | -19.2% | -54.9% |
| All | -44.8% | -4.8% | -40.0% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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