-52.8%
ACHR vs MLM
+104.5%
-157.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | +14.0% | -2.9% | +16.9% | +16.4% |
| 30D | -5.0% | +10.4% | -15.5% | -12.0% |
| 3M | -24.8% | -3.7% | -21.0% | -22.9% |
| 6M | -27.3% | -10.3% | -17.1% | -22.6% |
| YTD | -37.4% | -14.8% | -22.6% | -31.0% |
| 1Y | -44.3% | -13.9% | -30.4% | -39.0% |
| 3Y | -5.2% | +18.4% | -23.6% | -18.9% |
| 5Y | -20.8% | +31.8% | -52.6% | -40.4% |
| All | -52.8% | +104.5% | -157.3% | -68.3% |
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