+45.8%
MPC vs ATI
+7.4%
+38.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.1% | -4.4% |
| 7D | -12.8% | -3.8% | -9.0% | -12.8% |
| 30D | -12.7% | -13.5% | +0.8% | -13.8% |
| 3M | +27.1% | -17.9% | +45.0% | +24.5% |
| 6M | +45.8% | +8.4% | +37.4% | +62.5% |
| All | +45.8% | +7.4% | +38.4% | +62.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling