-20.8%
ACHR vs MDB
-41.6%
+20.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.6% |
| 7D | +14.0% | -1.0% | +15.1% | +14.7% |
| 30D | -5.0% | -14.0% | +8.9% | -0.1% |
| 3M | -24.8% | -20.3% | -4.4% | -19.5% |
| 6M | -27.3% | +10.9% | -38.2% | -31.6% |
| YTD | -37.4% | -20.9% | -16.5% | -35.2% |
| 1Y | -44.3% | -11.2% | -33.1% | -45.0% |
| 3Y | -5.2% | -11.9% | +6.7% | -15.7% |
| 5Y | -20.8% | -40.2% | +19.3% | -33.9% |
| All | -20.8% | -41.6% | +20.7% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling