+135.1%
MRK vs ATI
+1,090.8%
-955.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.2% |
| 7D | -0.9% | +3.2% | -4.1% | -1.1% |
| 30D | +15.5% | -9.0% | +24.5% | +15.9% |
| 3M | +25.1% | +15.1% | +10.0% | +23.9% |
| 6M | +30.1% | +38.1% | -8.0% | +27.3% |
| YTD | +43.1% | +80.7% | -37.5% | +38.3% |
| 1Y | +82.5% | +167.5% | -85.1% | +73.2% |
| 3Y | +49.3% | +366.0% | -316.7% | +36.6% |
| All | +135.1% | +1,090.8% | -955.8% | +96.9% |
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