+35.9%
MCD vs ACHR
-43.7%
+79.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.8% | -0.7% | -2.1% | -2.8% |
| 30D | -6.0% | +9.8% | -15.8% | -6.3% |
| 3M | -5.6% | -10.5% | +4.9% | -5.5% |
| 6M | -21.9% | -15.5% | -6.3% | -21.8% |
| YTD | -14.7% | -24.1% | +9.4% | -14.5% |
| 1Y | -17.3% | -32.4% | +15.2% | -17.1% |
| 3Y | -2.2% | -11.6% | +9.5% | -5.0% |
| 5Y | +20.3% | -42.9% | +63.2% | +15.7% |
| All | +35.9% | -43.7% | +79.6% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling