+367.2%
ATI vs MLM
+15.1%
+352.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.8% | +2.4% |
| 7D | -0.1% | -2.9% | +2.9% | +1.5% |
| 30D | +2.7% | -6.8% | +9.5% | +6.3% |
| 3M | +16.3% | -11.2% | +27.6% | +22.5% |
| 6M | +30.2% | -21.8% | +52.0% | +47.9% |
| YTD | +83.6% | -17.0% | +100.5% | +100.3% |
| 1Y | +173.0% | -16.4% | +189.4% | +196.3% |
| All | +367.2% | +15.1% | +352.0% | +347.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling