+1,004.3%
ATI vs MKC
-36.0%
+1,040.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +13.0% | -7.3% | +20.3% | +13.7% |
| 30D | +0.2% | +4.0% | -3.8% | -0.4% |
| 3M | -17.5% | -11.5% | -6.0% | -16.5% |
| 6M | +18.1% | +1.1% | +17.0% | +16.6% |
| YTD | +65.7% | -29.9% | +95.6% | +75.0% |
| 1Y | +91.9% | -27.0% | +118.9% | +100.9% |
| 3Y | +335.2% | -22.3% | +357.6% | +339.8% |
| 5Y | +1,004.3% | -36.0% | +1,040.3% | +1,167.5% |
| All | +1,004.3% | -36.0% | +1,040.3% | +1,167.5% |
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