+199.5%
MCHP vs ATI
+1,154.1%
-954.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | 0.0% | -5.6% | +5.7% | +2.0% |
| 30D | -6.0% | -13.7% | +7.7% | -1.4% |
| 3M | -19.7% | -0.4% | -19.3% | -19.7% |
| 6M | +14.0% | +26.2% | -12.2% | +5.3% |
| YTD | +18.4% | +73.2% | -54.8% | -1.5% |
| 1Y | +17.1% | +161.6% | -144.5% | -15.2% |
| 3Y | +0.7% | +346.2% | -345.5% | -39.6% |
| 5Y | +5.1% | +1,047.6% | -1,042.5% | -52.9% |
| All | +199.5% | +1,154.1% | -954.6% | +25.6% |
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