-45.2%
MDB vs ATI
+871.8%
-917.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +1.3% |
| 7D | -11.4% | +6.2% | -17.5% | -13.1% |
| 30D | -13.8% | -7.1% | -6.7% | -11.9% |
| 3M | -15.5% | -21.3% | +5.9% | -9.4% |
| 6M | +17.9% | +6.5% | +11.4% | +12.8% |
| YTD | -25.5% | +53.2% | -78.6% | -38.1% |
| 1Y | -12.1% | +82.7% | -94.8% | -31.7% |
| 3Y | -5.9% | +314.3% | -320.2% | -49.4% |
| All | -45.2% | +871.8% | -917.0% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling