+52.7%
MPC vs ACHR
-25.8%
+78.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.7% | -15.9% | -1.2% |
| 7D | -16.2% | +5.7% | -21.9% | -16.1% |
| 30D | -15.7% | -4.9% | -10.8% | -15.4% |
| 3M | +24.9% | -15.1% | +40.0% | +26.3% |
| 6M | +52.7% | -30.7% | +83.4% | +55.7% |
| All | +52.7% | -25.8% | +78.4% | +55.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling