-51.8%
ACHR vs MLM
+105.6%
-157.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.9% | +6.5% |
| 7D | +15.3% | -3.8% | +19.2% | +18.6% |
| 30D | -3.0% | +11.0% | -14.0% | -10.5% |
| 3M | -14.0% | -3.1% | -10.9% | -12.3% |
| 6M | -25.8% | -9.8% | -16.0% | -21.3% |
| YTD | -36.0% | -14.4% | -21.7% | -29.8% |
| 1Y | -41.2% | -12.6% | -28.6% | -36.4% |
| 3Y | -8.6% | +19.7% | -28.3% | -22.5% |
| 5Y | -20.6% | +29.8% | -50.4% | -40.2% |
| All | -51.8% | +105.6% | -157.4% | -67.7% |
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