+1,067.7%
ATI vs MLM
+199.9%
+867.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.8% | +2.1% |
| 7D | -0.1% | -2.9% | +2.9% | +2.1% |
| 30D | +2.7% | -6.8% | +9.5% | +7.7% |
| 3M | +16.3% | -11.2% | +27.6% | +24.7% |
| 6M | +30.2% | -21.8% | +52.0% | +54.1% |
| YTD | +83.6% | -17.0% | +100.5% | +106.0% |
| 1Y | +173.0% | -16.4% | +189.4% | +204.1% |
| 3Y | +356.6% | +14.5% | +342.2% | +287.2% |
| 5Y | +1,074.2% | +41.7% | +1,032.4% | +697.4% |
| All | +1,067.7% | +199.9% | +867.8% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling