+4,648.3%
MCK vs ATI
+1,049.8%
+3,598.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.4% | -0.7% |
| 7D | -4.4% | -2.7% | -1.7% | -4.0% |
| 30D | -2.2% | -13.5% | +11.3% | -0.2% |
| 3M | +11.6% | +8.5% | +3.0% | +9.7% |
| 6M | -4.9% | +25.2% | -30.1% | -8.9% |
| YTD | +7.7% | +73.4% | -65.7% | -1.6% |
| 1Y | +25.2% | +160.5% | -135.3% | +7.5% |
| 3Y | +112.1% | +347.3% | -235.2% | +63.4% |
| 5Y | +345.8% | +1,049.0% | -703.1% | +189.9% |
| 10Y | +439.7% | +1,131.4% | -691.7% | +213.5% |
| All | +4,648.3% | +1,049.8% | +3,598.5% | +2,083.8% |
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