+1,066.9%
MCD vs ATI
+915.7%
+151.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -1.1% |
| 7D | +7.1% | +6.2% | +1.0% | +6.3% |
| 30D | +19.8% | -7.1% | +26.9% | +20.5% |
| 3M | +0.8% | -21.3% | +22.1% | +3.3% |
| 6M | -1.3% | +6.5% | -7.8% | -2.8% |
| YTD | -7.8% | +53.2% | -60.9% | -13.4% |
| 1Y | -5.0% | +82.7% | -87.7% | -12.7% |
| 3Y | +10.5% | +314.3% | -303.8% | -10.5% |
| 5Y | +22.0% | +890.9% | -869.0% | -13.4% |
| 10Y | +216.7% | +1,142.3% | -925.7% | +99.3% |
| All | +1,066.9% | +915.7% | +151.2% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling