+296.7%
ATI vs MLM
+20.9%
+275.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.2% | -0.8% | -3.3% |
| 7D | -3.8% | -1.2% | -2.6% | -3.1% |
| 30D | -13.5% | +7.9% | -21.5% | -17.1% |
| 3M | -17.9% | -4.5% | -13.5% | -16.2% |
| 6M | +8.4% | -12.6% | +21.0% | +15.7% |
| YTD | +46.7% | -14.9% | +61.6% | +58.2% |
| 1Y | +74.5% | -13.1% | +87.5% | +85.8% |
| All | +296.7% | +20.9% | +275.8% | +220.0% |
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