+45.4%
MCD vs ACHR
-57.3%
+102.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.9% | +10.5% | -0.2% |
| 7D | -1.6% | +11.9% | -13.5% | -1.8% |
| 30D | +16.0% | -2.5% | +18.5% | +16.0% |
| 3M | 0.0% | -31.2% | +31.1% | +0.6% |
| 6M | +0.9% | -32.2% | +33.2% | +1.4% |
| YTD | -8.7% | -42.4% | +33.7% | -8.1% |
| 1Y | -8.6% | -49.9% | +41.4% | -7.7% |
| 3Y | +9.9% | -12.9% | +22.7% | +6.6% |
| 5Y | +22.6% | -24.6% | +47.2% | +17.1% |
| All | +45.4% | -57.3% | +102.7% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling