+1,123.4%
MCHP vs ATI
+957.9%
+165.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.4% |
| 7D | +5.7% | +4.2% | +1.6% | +4.5% |
| 30D | -13.4% | -2.5% | -10.9% | -13.0% |
| 3M | -20.1% | -19.4% | -0.7% | -15.5% |
| 6M | -35.5% | +11.1% | -46.6% | -37.6% |
| YTD | -1.6% | +59.5% | -61.1% | -14.0% |
| 1Y | +15.5% | +85.8% | -70.3% | -3.2% |
| 3Y | -13.2% | +311.9% | -325.1% | -42.4% |
| 5Y | -17.5% | +963.2% | -980.7% | -58.0% |
| 10Y | +136.0% | +977.6% | -841.7% | +4.9% |
| All | +1,123.4% | +957.9% | +165.5% | +255.0% |
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