-17.0%
ACHR vs MLM
+18.7%
-35.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.8% | +16.6% | +16.0% |
| 7D | +5.7% | -4.1% | +9.8% | +8.8% |
| 30D | -4.9% | +8.2% | -13.1% | -10.8% |
| 3M | -15.1% | -3.6% | -11.5% | -13.1% |
| 6M | -30.7% | -15.6% | -15.2% | -22.4% |
| YTD | -41.0% | -16.4% | -24.5% | -34.0% |
| 1Y | -50.0% | -14.3% | -35.7% | -45.3% |
| 3Y | -17.0% | +19.3% | -36.3% | -36.1% |
| All | -17.0% | +18.7% | -35.7% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling