-2.8%
MCHP vs ATI
+341.5%
-344.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -0.2% |
| 7D | -2.1% | -2.7% | +0.6% | -0.8% |
| 30D | -11.1% | -13.5% | +2.4% | -4.9% |
| 3M | -18.1% | +8.5% | -26.6% | -21.4% |
| 6M | +10.8% | +25.2% | -14.4% | -1.2% |
| YTD | +14.2% | +73.4% | -59.2% | -12.9% |
| 1Y | +13.5% | +160.5% | -147.0% | -29.5% |
| All | -2.8% | +341.5% | -344.4% | -54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling