+1,010.1%
MDB vs ATI
+761.3%
+248.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.1% |
| 7D | -18.0% | +3.2% | -21.2% | -18.5% |
| 30D | -10.7% | -9.0% | -1.7% | -9.2% |
| 3M | +1.0% | +15.1% | -14.1% | -2.5% |
| 6M | +31.6% | +38.1% | -6.5% | +21.6% |
| YTD | -15.2% | +80.7% | -95.8% | -25.9% |
| 1Y | +10.1% | +167.5% | -157.4% | -11.7% |
| 3Y | -5.6% | +366.0% | -371.6% | -33.4% |
| 5Y | -24.5% | +1,088.8% | -1,113.3% | -53.6% |
| All | +1,010.1% | +761.3% | +248.8% | +682.6% |
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