-0.4%
MDT vs ATI
+159.9%
-160.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.4% | -5.6% | +2.2% | -3.3% |
| 30D | +0.2% | -13.7% | +14.0% | +0.4% |
| 3M | +14.3% | -0.4% | +14.6% | +14.3% |
| 6M | +4.0% | +26.2% | -22.2% | +1.4% |
| YTD | -3.7% | +73.2% | -76.9% | -5.8% |
| 1Y | -0.4% | +161.6% | -162.0% | -3.3% |
| All | -0.4% | +159.9% | -160.3% | -3.3% |
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