-24.7%
MDB vs ATI
+1,074.8%
-1,099.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -5.0% |
| 7D | -17.4% | -0.1% | -17.4% | -17.5% |
| 30D | -2.0% | +2.7% | -4.7% | -3.2% |
| 3M | -3.0% | +16.3% | -19.3% | -8.6% |
| 6M | +48.7% | +30.2% | +18.5% | +33.3% |
| YTD | -12.1% | +83.6% | -95.7% | -29.9% |
| 1Y | +14.5% | +173.0% | -158.5% | -21.3% |
| 3Y | -6.1% | +356.6% | -362.8% | -48.7% |
| All | -24.7% | +1,074.8% | -1,099.6% | -66.0% |
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