+226.2%
MRK vs ATI
+1,155.5%
-929.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.7% | -1.6% |
| 7D | -5.0% | -2.7% | -2.3% | -4.8% |
| 30D | +11.0% | -13.5% | +24.5% | +12.1% |
| 3M | +22.4% | +8.5% | +13.9% | +21.3% |
| 6M | +25.4% | +25.2% | +0.2% | +22.6% |
| YTD | +39.5% | +73.4% | -33.9% | +32.9% |
| 1Y | +78.0% | +160.5% | -82.5% | +64.1% |
| 3Y | +45.5% | +347.3% | -301.7% | +26.4% |
| 5Y | +130.3% | +1,049.0% | -918.7% | +80.4% |
| All | +226.2% | +1,155.5% | -929.4% | +136.3% |
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 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