+8.9%
MP vs ACHR
-56.3%
+65.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +14.7% | -9.8% | +0.8% |
| 7D | -10.5% | +5.7% | -16.2% | -12.0% |
| 30D | -23.5% | -4.9% | -18.6% | -22.5% |
| 3M | -25.4% | -15.1% | -10.3% | -22.4% |
| 6M | -51.3% | -30.7% | -20.5% | -46.7% |
| YTD | -29.9% | -41.0% | +11.0% | -19.7% |
| 1Y | -31.8% | -50.0% | +18.2% | -19.1% |
| 3Y | +127.0% | -17.0% | +144.0% | +109.9% |
| 5Y | -3.3% | -29.4% | +26.1% | -24.1% |
| All | +8.9% | -56.3% | +65.2% | -10.2% |
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