+966.7%
ATI vs MLM
+30.7%
+936.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | +4.7% | -5.8% | +10.5% | +8.2% |
| 30D | -0.2% | +9.8% | -10.1% | -5.3% |
| 3M | -18.5% | -5.2% | -13.3% | -16.5% |
| 6M | +16.4% | -10.3% | +26.6% | +21.6% |
| YTD | +63.4% | -15.5% | +78.9% | +76.4% |
| 1Y | +91.5% | -15.0% | +106.6% | +106.3% |
| 3Y | +329.2% | +17.5% | +311.8% | +278.7% |
| 5Y | +966.7% | +30.5% | +936.2% | +698.9% |
| All | +966.7% | +30.7% | +936.0% | +698.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling