+58.0%
MRK vs ATI
+318.7%
-260.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.6% |
| 7D | +0.7% | +4.2% | -3.5% | +0.6% |
| 30D | +0.3% | -2.5% | +2.8% | +0.3% |
| 3M | +9.7% | -19.4% | +29.1% | +10.1% |
| 6M | +32.0% | +11.1% | +20.9% | +30.8% |
| YTD | +43.3% | +59.5% | -16.3% | +40.7% |
| 1Y | +63.7% | +85.8% | -22.1% | +60.4% |
| 3Y | +58.0% | +311.9% | -253.9% | +57.8% |
| All | +58.0% | +318.7% | -260.7% | +57.8% |
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