+339.0%
MCK vs ATI
+1,029.4%
-690.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -5.6% | +2.7% | -2.6% |
| 30D | +0.4% | -13.7% | +14.2% | +1.2% |
| 3M | +12.1% | -0.4% | +12.5% | +12.0% |
| 6M | -5.4% | +26.2% | -31.7% | -7.2% |
| YTD | +7.8% | +73.2% | -65.4% | +3.3% |
| 1Y | +22.9% | +161.6% | -138.7% | +14.4% |
| 3Y | +110.7% | +346.2% | -235.4% | +85.1% |
| All | +339.0% | +1,029.4% | -690.4% | +243.0% |
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 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