+333.3%
ATI vs MLM
+18.8%
+314.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +3.8% |
| 7D | +6.0% | -3.8% | +9.9% | +8.2% |
| 30D | -3.6% | +11.0% | -14.6% | -9.0% |
| 3M | -18.9% | -3.1% | -15.8% | -17.7% |
| 6M | +16.7% | -9.8% | +26.5% | +22.0% |
| YTD | +61.1% | -14.4% | +75.4% | +73.2% |
| 1Y | +89.3% | -12.6% | +101.9% | +100.9% |
| 3Y | +333.3% | +19.7% | +313.6% | +258.0% |
| All | +333.3% | +18.8% | +314.5% | +258.0% |
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