+17.1%
MCHP vs ATI
+159.9%
-142.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | 0.0% | -5.6% | +5.7% | +2.5% |
| 30D | -6.0% | -13.7% | +7.7% | 0.0% |
| 3M | -19.7% | -0.4% | -19.3% | -19.9% |
| 6M | +14.0% | +26.2% | -12.2% | +3.3% |
| YTD | +18.4% | +73.2% | -54.8% | -0.6% |
| 1Y | +17.1% | +161.6% | -144.5% | -10.2% |
| All | +17.1% | +159.9% | -142.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling