-44.0%
ACHR vs MKC
-38.5%
-5.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -2.3% | -1.5% | -0.8% | -2.1% |
| 30D | -11.3% | -3.1% | -8.2% | -10.9% |
| 3M | +5.3% | +5.2% | +0.1% | +4.6% |
| 6M | -13.2% | -12.8% | -0.4% | -11.5% |
| YTD | -25.8% | -23.3% | -2.5% | -23.0% |
| 1Y | -34.3% | -24.1% | -10.2% | -31.8% |
| 3Y | -19.9% | -32.1% | +12.2% | -16.7% |
| 5Y | -42.7% | -32.8% | -9.9% | -41.6% |
| All | -44.0% | -38.5% | -5.6% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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