+27.0%
MMM vs ACHR
-41.7%
+68.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -1.6% | +4.9% | -6.5% | -2.0% |
| 30D | -8.0% | +4.3% | -12.3% | -8.5% |
| 3M | +9.4% | +1.7% | +7.6% | +8.5% |
| 6M | +10.2% | -6.9% | +17.1% | +9.7% |
| YTD | +6.1% | -22.5% | +28.6% | +7.0% |
| 1Y | +10.8% | -31.5% | +42.3% | +11.9% |
| 3Y | +104.8% | -14.4% | +119.2% | +93.8% |
| 5Y | +27.0% | -41.6% | +68.7% | +8.4% |
| All | +27.0% | -41.7% | +68.7% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling