+67.7%
MP vs ACHR
-43.7%
+111.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | +13.8% | +9.8% | +4.0% | +10.6% |
| 3M | -16.7% | -10.5% | -6.2% | -15.0% |
| 6M | -11.5% | -15.5% | +4.0% | -8.1% |
| YTD | +7.9% | -24.1% | +32.0% | +15.5% |
| 1Y | -15.0% | -32.4% | +17.4% | -7.0% |
| 3Y | +153.5% | -11.6% | +165.1% | +127.5% |
| 5Y | +58.7% | -42.9% | +101.6% | +38.1% |
| All | +67.7% | -43.7% | +111.5% | +29.3% |
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