+1,355.4%
MCHP vs ATI
+1,097.9%
+257.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +2.8% | +3.2% | -0.4% | +1.9% |
| 30D | -12.8% | -9.0% | -3.8% | -10.6% |
| 3M | -19.2% | +15.1% | -34.3% | -22.3% |
| 6M | +14.5% | +38.1% | -23.6% | +4.5% |
| YTD | +17.1% | +80.7% | -63.5% | -0.9% |
| 1Y | +15.3% | +167.5% | -152.2% | -12.7% |
| 3Y | +0.5% | +366.0% | -365.5% | -35.4% |
| 5Y | +6.1% | +1,088.8% | -1,082.7% | -47.7% |
| 10Y | +192.2% | +1,055.0% | -862.7% | +26.4% |
| All | +1,355.4% | +1,097.9% | +257.5% | +309.2% |
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