+117.2%
MPC vs ATI
+86.4%
+30.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.7% | -7.4% | -8.2% |
| 7D | -10.9% | +8.3% | -19.3% | -10.2% |
| 30D | -9.4% | -7.3% | -2.2% | -9.9% |
| 3M | +26.0% | -10.5% | +36.5% | +24.9% |
| 6M | +56.5% | +16.4% | +40.1% | +61.5% |
| YTD | +144.3% | +56.1% | +88.2% | +139.5% |
| 1Y | +117.2% | +86.5% | +30.7% | +103.6% |
| All | +117.2% | +86.4% | +30.8% | +103.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling