+407.5%
MRK vs ATI
+957.9%
-550.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.0% |
| 7D | +0.7% | +4.2% | -3.5% | +0.2% |
| 30D | +0.3% | -2.5% | +2.8% | +0.3% |
| 3M | +9.7% | -19.4% | +29.1% | +12.1% |
| 6M | +32.0% | +11.1% | +20.9% | +29.2% |
| YTD | +43.3% | +59.5% | -16.3% | +33.7% |
| 1Y | +63.7% | +85.8% | -22.1% | +49.9% |
| 3Y | +58.0% | +311.9% | -253.9% | +27.6% |
| 5Y | +105.0% | +963.2% | -858.3% | +42.8% |
| 10Y | +228.6% | +977.6% | -749.0% | +105.7% |
| All | +407.5% | +957.9% | -550.4% | +145.7% |
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