+8.5%
MDT vs ATI
+88.3%
-79.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -3.7% | +13.0% | -16.6% | -3.4% |
| 30D | +8.6% | +0.2% | +8.4% | +8.6% |
| 3M | +12.2% | -17.5% | +29.7% | +12.6% |
| 6M | +33.7% | +18.1% | +15.6% | +30.2% |
| YTD | +7.8% | +65.7% | -57.9% | +3.0% |
| All | +8.5% | +88.3% | -79.8% | +1.6% |
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