-11.7%
MP vs ACHR
-32.1%
+20.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.4% |
| 7D | +3.0% | +4.9% | -1.8% | +0.3% |
| 30D | +8.3% | +4.3% | +4.0% | +4.3% |
| 3M | -3.8% | +1.7% | -5.6% | -7.3% |
| 6M | -4.9% | -6.9% | +2.0% | -3.9% |
| YTD | +9.6% | -22.5% | +32.1% | +22.6% |
| 1Y | -11.7% | -31.5% | +19.8% | +12.4% |
| All | -11.7% | -32.1% | +20.3% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling