+935.2%
MDB vs ATI
+659.1%
+276.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -14.0% | -4.8% | -9.2% | -13.2% |
| 3M | -20.3% | -19.9% | -0.4% | -17.1% |
| 6M | +10.9% | +15.4% | -4.5% | +6.5% |
| YTD | -20.9% | +59.2% | -80.1% | -29.3% |
| 1Y | -11.2% | +86.3% | -97.5% | -23.2% |
| 3Y | -11.9% | +318.2% | -330.1% | -36.5% |
| 5Y | -40.2% | +958.6% | -998.8% | -62.4% |
| All | +935.2% | +659.1% | +276.1% | +646.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling