+1,098.3%
MPC vs ATI
+1,024.4%
+73.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -8.8% | +1.3% | -10.2% | -9.3% |
| 30D | -14.4% | -4.8% | -9.6% | -13.5% |
| 3M | +21.9% | -19.9% | +41.9% | +30.5% |
| 6M | +60.1% | +15.4% | +44.8% | +47.6% |
| YTD | +142.3% | +59.2% | +83.1% | +93.0% |
| 1Y | +101.7% | +86.3% | +15.4% | +50.7% |
| 3Y | +184.8% | +318.2% | -133.4% | +41.9% |
| 5Y | +564.6% | +958.6% | -394.0% | +107.1% |
| 10Y | +1,098.3% | +996.8% | +101.6% | +219.4% |
| All | +1,098.3% | +1,024.4% | +73.9% | +219.4% |
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