+1,116.6%
MPC vs ATI
+1,073.5%
+43.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.8% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +31.0% | +2.7% | +28.3% | +29.2% |
| 3M | +46.0% | +16.3% | +29.7% | +36.5% |
| 6M | +77.3% | +30.2% | +47.1% | +55.6% |
| YTD | +141.9% | +83.6% | +58.4% | +85.6% |
| 1Y | +120.9% | +173.0% | -52.1% | +43.8% |
| 3Y | +182.7% | +356.6% | -174.0% | +39.0% |
| 5Y | +646.4% | +1,074.2% | -427.8% | +130.8% |
| All | +1,116.6% | +1,073.5% | +43.1% | +216.0% |
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 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