-17.3%
MCHP vs ATI
+959.5%
-976.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +1.0% |
| 7D | +5.7% | +4.2% | +1.6% | +3.9% |
| 30D | -13.4% | -2.5% | -10.9% | -12.8% |
| 3M | -20.1% | -19.4% | -0.7% | -12.9% |
| 6M | -35.5% | +11.1% | -46.6% | -38.8% |
| YTD | -1.6% | +59.5% | -61.1% | -20.6% |
| 1Y | +15.5% | +85.8% | -70.3% | -12.7% |
| 3Y | -13.2% | +311.9% | -325.1% | -55.3% |
| All | -17.3% | +959.5% | -976.9% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling