-12.4%
MDB vs ATI
+87.1%
-99.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.5% | +4.1% |
| 7D | -0.9% | +6.0% | -6.9% | -1.5% |
| 30D | -15.2% | -3.6% | -11.5% | -15.3% |
| 3M | -17.9% | -18.9% | +1.0% | -17.8% |
| 6M | +9.3% | +16.7% | -7.4% | +6.7% |
| YTD | -22.0% | +61.1% | -83.1% | -21.8% |
| All | -12.4% | +87.1% | -99.6% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling