+180.0%
MCD vs ATI
+1,051.1%
-871.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -2.0% | +3.2% | -5.2% | -2.4% |
| 30D | -6.1% | -9.0% | +2.9% | -5.3% |
| 3M | -7.3% | +15.1% | -22.3% | -9.0% |
| 6M | -20.9% | +38.1% | -59.1% | -24.2% |
| YTD | -14.7% | +80.7% | -95.3% | -20.7% |
| 1Y | -16.1% | +167.5% | -183.6% | -25.8% |
| 3Y | -1.5% | +366.0% | -367.5% | -20.6% |
| 5Y | +20.4% | +1,088.8% | -1,068.3% | -16.3% |
| 10Y | +180.0% | +1,055.0% | -875.0% | +74.6% |
| All | +180.0% | +1,051.1% | -871.1% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling