+314.3%
ATI vs MLM
+18.7%
+295.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.3% | +5.4% |
| 7D | +6.2% | -4.1% | +10.3% | +8.6% |
| 30D | -7.1% | +8.2% | -15.3% | -11.1% |
| 3M | -21.3% | -3.6% | -17.7% | -20.0% |
| 6M | +6.5% | -15.6% | +22.0% | +15.9% |
| YTD | +53.2% | -16.4% | +69.6% | +66.8% |
| 1Y | +82.7% | -14.3% | +97.1% | +95.9% |
| 3Y | +314.3% | +19.3% | +295.0% | +237.2% |
| All | +314.3% | +18.7% | +295.6% | +237.2% |
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