+56.5%
MMM vs ACHR
-53.6%
+110.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | +7.0% | +14.0% | -7.1% | +5.8% |
| 30D | +18.4% | -5.0% | +23.4% | +18.6% |
| 3M | +4.5% | -24.8% | +29.2% | +6.3% |
| 6M | +33.4% | -27.3% | +60.7% | +35.2% |
| YTD | +20.0% | -37.4% | +57.3% | +22.5% |
| 1Y | +15.0% | -44.3% | +59.3% | +18.2% |
| 3Y | +165.0% | -5.2% | +170.2% | +151.0% |
| 5Y | +47.9% | -20.8% | +68.8% | +32.8% |
| All | +56.5% | -53.6% | +110.1% | +43.5% |
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 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