+13.0%
MP vs ACHR
-52.1%
+65.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -0.2% |
| 7D | +2.3% | +18.0% | -15.7% | -2.5% |
| 30D | -15.3% | +3.6% | -18.9% | -16.2% |
| 3M | -33.5% | -28.4% | -5.1% | -27.4% |
| 6M | -45.5% | -25.7% | -19.8% | -41.6% |
| YTD | -27.3% | -35.4% | +8.1% | -18.8% |
| 1Y | -40.7% | -45.6% | +4.9% | -31.0% |
| 3Y | +145.9% | -2.2% | +148.1% | +118.1% |
| 5Y | -13.9% | -20.3% | +6.4% | -34.8% |
| All | +13.0% | -52.1% | +65.1% | -9.1% |
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