+949.2%
ATI vs MKC
-35.5%
+984.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.8% |
| 7D | +4.2% | -3.0% | +7.1% | +4.4% |
| 30D | -2.5% | +4.8% | -7.4% | -3.2% |
| 3M | -19.4% | -12.8% | -6.6% | -18.2% |
| 6M | +11.1% | +5.0% | +6.1% | +9.0% |
| YTD | +59.5% | -29.1% | +88.6% | +68.2% |
| 1Y | +85.8% | -26.4% | +112.2% | +94.3% |
| 3Y | +311.9% | -21.6% | +333.5% | +316.1% |
| All | +949.2% | -35.5% | +984.7% | +1,129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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