+237.4%
MP vs ATI
+1,624.8%
-1,387.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.0% | 0.0% | -3.3% |
| 7D | -19.0% | -3.8% | -15.2% | -17.6% |
| 30D | -30.5% | -13.5% | -16.9% | -26.1% |
| 3M | -29.6% | -17.9% | -11.6% | -23.9% |
| 6M | -50.4% | +8.4% | -58.8% | -52.7% |
| YTD | -33.2% | +46.7% | -79.9% | -44.3% |
| 1Y | -38.6% | +74.5% | -113.0% | -52.4% |
| 3Y | +105.5% | +303.7% | -198.2% | -0.7% |
| 5Y | -7.8% | +848.9% | -856.8% | -69.8% |
| All | +237.4% | +1,624.8% | -1,387.4% | -7.0% |
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