+184.8%
MPC vs ATI
+325.6%
-140.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -8.8% | +1.3% | -10.2% | -9.0% |
| 30D | -14.4% | -4.8% | -9.6% | -14.0% |
| 3M | +21.9% | -19.9% | +41.9% | +25.0% |
| 6M | +60.1% | +15.4% | +44.8% | +55.3% |
| YTD | +142.3% | +59.2% | +83.1% | +118.1% |
| 1Y | +101.7% | +86.3% | +15.4% | +75.4% |
| 3Y | +184.8% | +318.2% | -133.4% | +111.9% |
| All | +184.8% | +325.6% | -140.8% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling