+39.3%
MMM vs ACHR
-43.7%
+83.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.3% | -0.7% | -2.6% | -3.3% |
| 30D | -7.0% | +9.8% | -16.8% | -7.9% |
| 3M | +10.8% | -10.5% | +21.3% | +10.9% |
| 6M | +5.8% | -15.5% | +21.3% | +6.1% |
| YTD | +6.8% | -24.1% | +30.8% | +7.8% |
| 1Y | +10.4% | -32.4% | +42.8% | +11.5% |
| 3Y | +104.7% | -11.6% | +116.3% | +94.2% |
| 5Y | +23.6% | -42.9% | +66.5% | +8.5% |
| All | +39.3% | -43.7% | +83.1% | +26.3% |
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