+32.0%
MRK vs ATI
+13.5%
+18.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.3% |
| 7D | +0.7% | +4.2% | -3.5% | +0.9% |
| 30D | +0.3% | -2.5% | +2.8% | 0.0% |
| 3M | +9.7% | -19.4% | +29.1% | +7.3% |
| 6M | +32.0% | +11.1% | +20.9% | +28.5% |
| All | +32.0% | +13.5% | +18.5% | +28.5% |
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