-44.0%
ACHR vs MKC
-33.9%
-10.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -5.4% | -2.8% | -2.6% | -5.1% |
| 30D | -19.7% | -3.4% | -16.4% | -19.4% |
| 3M | +7.9% | +3.8% | +4.2% | +7.4% |
| 6M | -13.8% | -17.9% | +4.2% | -11.3% |
| YTD | -27.5% | -23.6% | -3.9% | -24.8% |
| 1Y | -33.9% | -23.1% | -10.9% | -31.6% |
| 3Y | -20.0% | -31.5% | +11.5% | -16.9% |
| 5Y | -44.0% | -33.1% | -10.9% | -44.2% |
| All | -44.0% | -33.9% | -10.1% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling