-44.0%
ACHR vs MXL
+123.7%
-167.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.2% | +0.4% |
| 7D | -2.3% | +18.9% | -21.1% | -6.9% |
| 30D | -11.3% | +0.3% | -11.6% | -12.5% |
| 3M | +5.3% | -8.0% | +13.3% | +1.2% |
| 6M | -13.2% | +341.2% | -354.5% | -57.7% |
| YTD | -25.8% | +327.8% | -353.6% | -63.7% |
| 1Y | -34.3% | +364.9% | -399.2% | -69.3% |
| 3Y | -19.9% | +229.2% | -249.2% | -64.0% |
| 5Y | -42.7% | +42.8% | -85.4% | -64.3% |
| All | -44.0% | +123.7% | -167.8% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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