+534.5%
MPC vs ATI
+871.8%
-337.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -2.1% |
| 7D | -16.2% | +6.2% | -22.3% | -17.3% |
| 30D | -15.7% | -7.1% | -8.6% | -14.7% |
| 3M | +24.9% | -21.3% | +46.2% | +30.6% |
| 6M | +52.7% | +6.5% | +46.2% | +48.0% |
| YTD | +131.9% | +53.2% | +78.7% | +101.6% |
| 1Y | +96.6% | +82.7% | +13.9% | +62.7% |
| 3Y | +163.8% | +314.3% | -150.5% | +62.7% |
| All | +534.5% | +871.8% | -337.3% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling