+601.0%
MPC vs ACHR
-29.8%
+630.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +0.7% |
| 7D | +11.2% | -9.2% | +20.5% | +11.7% |
| 30D | -14.5% | -1.0% | -13.5% | -14.6% |
| 3M | +16.7% | -42.2% | +58.9% | +19.3% |
| 6M | +67.6% | -38.2% | +105.7% | +70.2% |
| YTD | +157.9% | -46.4% | +204.3% | +163.0% |
| 1Y | +116.7% | -49.4% | +166.0% | +121.3% |
| 3Y | +199.8% | -22.5% | +222.3% | +193.6% |
| All | +601.0% | -29.8% | +630.8% | +550.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling