+51.8%
MMM vs ACHR
-60.3%
+112.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.5% | -0.9% |
| 7D | -0.8% | -9.2% | +8.4% | -0.2% |
| 30D | +11.7% | -1.0% | +12.7% | +11.5% |
| 3M | +1.0% | -42.2% | +43.2% | +4.8% |
| 6M | +26.0% | -38.2% | +64.2% | +29.2% |
| YTD | +16.3% | -46.4% | +62.7% | +20.1% |
| 1Y | +9.6% | -49.4% | +59.0% | +13.4% |
| 3Y | +157.3% | -22.5% | +179.8% | +147.1% |
| 5Y | +42.5% | -29.8% | +72.3% | +29.4% |
| All | +51.8% | -60.3% | +112.1% | +40.7% |
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