+427.0%
MCK vs ATI
+1,154.1%
-727.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -5.6% | +2.7% | -2.2% |
| 30D | +0.4% | -13.7% | +14.2% | +2.2% |
| 3M | +12.1% | -0.4% | +12.5% | +11.8% |
| 6M | -5.4% | +26.2% | -31.7% | -9.0% |
| YTD | +7.8% | +73.2% | -65.4% | -0.7% |
| 1Y | +22.9% | +161.6% | -138.7% | +6.9% |
| 3Y | +110.7% | +346.2% | -235.4% | +65.3% |
| 5Y | +346.2% | +1,047.6% | -701.5% | +193.2% |
| All | +427.0% | +1,154.1% | -727.0% | +218.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling