-51.3%
ACHR vs MDB
-10.2%
-41.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.3% | +2.6% |
| 7D | +18.0% | +3.0% | +15.0% | +17.0% |
| 30D | +3.6% | -11.3% | +14.9% | +7.6% |
| 3M | -28.4% | -23.0% | -5.4% | -22.9% |
| 6M | -25.7% | +14.8% | -40.4% | -30.5% |
| YTD | -35.4% | -19.4% | -15.9% | -33.6% |
| 1Y | -45.6% | -9.0% | -36.7% | -46.7% |
| 3Y | -2.2% | -10.3% | +8.1% | -12.5% |
| 5Y | -20.3% | -38.4% | +18.0% | -33.5% |
| All | -51.3% | -10.2% | -41.0% | -59.3% |
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