-51.3%
ACHR vs MLM
+102.9%
-154.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.7% |
| 7D | +18.0% | -5.8% | +23.8% | +23.2% |
| 30D | +3.6% | +9.8% | -6.2% | -3.7% |
| 3M | -28.4% | -5.2% | -23.2% | -25.9% |
| 6M | -25.7% | -10.3% | -15.4% | -20.9% |
| YTD | -35.4% | -15.5% | -19.9% | -28.4% |
| 1Y | -45.6% | -15.0% | -30.6% | -40.0% |
| 3Y | -2.2% | +17.5% | -19.7% | -15.9% |
| 5Y | -20.3% | +30.5% | -50.9% | -39.7% |
| All | -51.3% | +102.9% | -154.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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