+23.3%
MDT vs ACHR
-19.6%
+42.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | -3.4% | -2.3% | -1.1% | -3.3% |
| 30D | +0.2% | -11.3% | +11.5% | +0.6% |
| 3M | +14.3% | +5.3% | +9.0% | +13.8% |
| 6M | +4.0% | -13.2% | +17.2% | +4.1% |
| YTD | -3.7% | -25.8% | +22.1% | -3.1% |
| 1Y | -0.4% | -34.3% | +33.9% | +0.3% |
| 3Y | +23.3% | -19.9% | +43.3% | +19.0% |
| All | +23.3% | -19.6% | +42.9% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling