-3.9%
MCD vs ACHR
-58.8%
+54.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.8% | +6.5% |
| 7D | +11.9% | -5.1% | +16.9% | +11.8% |
| 30D | +20.2% | -12.7% | +33.0% | +20.2% |
| 3M | +5.2% | -22.4% | +27.6% | +5.0% |
| 6M | 0.0% | -28.6% | +28.6% | -0.4% |
| YTD | -6.5% | -45.2% | +38.7% | -7.1% |
| 1Y | -3.9% | -56.9% | +53.0% | -2.7% |
| All | -3.9% | -58.8% | +54.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 1y: compounded portfolio wealth divided by compounded ACHR 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…
1y analysis · Full analysis span regression · 6 months rolling