+3,005.7%
MPC vs ATI
+211.1%
+2,794.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.1% | -2.0% |
| 7D | -12.8% | -3.8% | -9.0% | -11.9% |
| 30D | -12.7% | -13.5% | +0.8% | -9.1% |
| 3M | +27.1% | -17.9% | +45.0% | +33.9% |
| 6M | +45.8% | +8.4% | +37.4% | +38.1% |
| YTD | +134.7% | +46.7% | +88.0% | +97.2% |
| 1Y | +106.0% | +74.5% | +31.6% | +62.7% |
| 3Y | +165.5% | +303.7% | -138.2% | +46.4% |
| 5Y | +540.9% | +848.9% | -308.0% | +147.7% |
| 10Y | +1,133.6% | +1,089.7% | +43.9% | +288.0% |
| All | +3,005.7% | +211.1% | +2,794.6% | +1,230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling