+891.9%
ATI vs MLM
+1,810.3%
-918.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.2% | -0.8% | -2.3% |
| 7D | -3.8% | -1.2% | -2.6% | -3.0% |
| 30D | -13.5% | +7.9% | -21.5% | -18.4% |
| 3M | -17.9% | -4.5% | -13.5% | -16.1% |
| 6M | +8.4% | -12.6% | +21.0% | +16.5% |
| YTD | +46.7% | -14.9% | +61.6% | +60.2% |
| 1Y | +74.5% | -13.1% | +87.5% | +87.7% |
| 3Y | +303.7% | +21.2% | +282.5% | +234.5% |
| 5Y | +848.9% | +32.0% | +816.9% | +608.5% |
| 10Y | +1,089.7% | +195.3% | +894.3% | +387.3% |
| All | +891.9% | +1,810.3% | -918.4% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling