+424.8%
MCK vs ACHR
-45.0%
+469.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.1% |
| 7D | -2.9% | -2.3% | -0.6% | -2.9% |
| 30D | +0.4% | -11.3% | +11.7% | +0.3% |
| 3M | +12.1% | +5.3% | +6.8% | +12.3% |
| 6M | -5.4% | -13.2% | +7.8% | -5.4% |
| YTD | +7.8% | -25.8% | +33.6% | +7.9% |
| 1Y | +22.9% | -34.3% | +57.2% | +23.0% |
| 3Y | +110.7% | -19.9% | +130.7% | +111.1% |
| 5Y | +346.2% | -42.7% | +388.8% | +355.4% |
| All | +424.8% | -45.0% | +469.9% | +413.3% |
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