-11.6%
MDB vs ATI
+318.7%
-330.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.6% |
| 7D | +6.8% | +4.2% | +2.7% | +5.6% |
| 30D | -6.2% | -2.5% | -3.7% | -5.7% |
| 3M | -29.2% | -19.4% | -9.8% | -25.3% |
| 6M | +10.3% | +11.1% | -0.8% | +4.7% |
| YTD | -20.4% | +59.5% | -79.9% | -34.0% |
| 1Y | -4.8% | +85.8% | -90.6% | -25.4% |
| 3Y | -11.6% | +311.9% | -323.5% | -51.9% |
| All | -11.6% | +318.7% | -330.3% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling