+970.1%
ATI vs MLM
+140.0%
+830.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.3% |
| 7D | +13.0% | -2.0% | +15.0% | +14.5% |
| 30D | +0.2% | +9.5% | -9.3% | -6.6% |
| 3M | -17.5% | -4.7% | -12.7% | -15.3% |
| 6M | +18.1% | -10.7% | +28.8% | +25.0% |
| YTD | +65.7% | -16.6% | +82.3% | +84.0% |
| 1Y | +91.9% | -15.4% | +107.3% | +110.9% |
| 3Y | +335.2% | +15.9% | +319.3% | +266.1% |
| 5Y | +1,004.3% | +27.1% | +977.1% | +725.7% |
| All | +970.1% | +140.0% | +830.2% | +352.8% |
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