+1,171.8%
MPC vs ATI
+961.4%
+210.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +1.8% |
| 7D | +11.2% | +4.2% | +7.1% | +9.6% |
| 30D | -14.5% | -2.5% | -12.0% | -14.4% |
| 3M | +16.7% | -19.4% | +36.1% | +24.6% |
| 6M | +67.6% | +11.1% | +56.5% | +56.7% |
| YTD | +157.9% | +59.5% | +98.4% | +105.2% |
| 1Y | +116.7% | +85.8% | +30.9% | +61.9% |
| 3Y | +199.8% | +311.9% | -112.1% | +50.2% |
| 5Y | +604.4% | +963.2% | -358.8% | +118.8% |
| All | +1,171.8% | +961.4% | +210.4% | +243.9% |
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