+10.5%
MDT vs ATI
+81.3%
-70.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +1.8% |
| 7D | +1.0% | +4.2% | -3.1% | +1.1% |
| 30D | +9.2% | -2.5% | +11.7% | +9.1% |
| 3M | +14.5% | -19.4% | +33.9% | +14.8% |
| 6M | +37.3% | +11.1% | +26.2% | +34.1% |
| YTD | +9.8% | +59.5% | -49.7% | +4.9% |
| 1Y | +10.5% | +85.8% | -75.2% | +3.4% |
| All | +10.5% | +81.3% | -70.8% | +3.4% |
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