+413.3%
MRK vs ATI
+1,117.2%
-703.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.7% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +17.1% | +2.7% | +14.4% | +16.6% |
| 3M | +25.9% | +16.3% | +9.6% | +23.1% |
| 6M | +26.8% | +30.2% | -3.4% | +21.9% |
| YTD | +44.9% | +83.6% | -38.6% | +33.4% |
| 1Y | +84.8% | +173.0% | -88.2% | +61.6% |
| 3Y | +50.1% | +356.6% | -306.5% | +19.9% |
| 5Y | +127.4% | +1,074.2% | -946.8% | +56.8% |
| 10Y | +240.0% | +1,136.2% | -896.3% | +108.9% |
| All | +413.3% | +1,117.2% | -703.8% | +145.2% |
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