+22.7%
MCD vs ACHR
-31.8%
+54.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.7% | -15.3% | -0.8% |
| 7D | +7.1% | +5.7% | +1.4% | +7.0% |
| 30D | +19.8% | -4.9% | +24.7% | +19.8% |
| 3M | +0.8% | -15.1% | +15.9% | +1.0% |
| 6M | -1.3% | -30.7% | +29.4% | -0.9% |
| YTD | -7.8% | -41.0% | +33.2% | -7.2% |
| 1Y | -5.0% | -50.0% | +45.0% | -4.0% |
| 3Y | +10.5% | -17.0% | +27.6% | +7.3% |
| All | +22.7% | -31.8% | +54.5% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling