-27.7%
ACHR vs MLM
+23.5%
-51.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.8% | +16.6% | +16.2% |
| 7D | +5.7% | -4.1% | +9.8% | +9.2% |
| 30D | -4.9% | +8.2% | -13.1% | -11.6% |
| 3M | -15.1% | -3.6% | -11.5% | -12.9% |
| 6M | -30.7% | -15.6% | -15.2% | -21.8% |
| YTD | -41.0% | -16.4% | -24.5% | -33.3% |
| 1Y | -50.0% | -14.3% | -35.7% | -44.7% |
| 3Y | -17.0% | +19.3% | -36.3% | -33.9% |
| All | -27.7% | +23.5% | -51.2% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling