-18.3%
MDT vs ATI
+1,021.8%
-1,040.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | +1.0% | -13.5% | +14.5% | +2.4% |
| 3M | +15.2% | +8.5% | +6.7% | +13.7% |
| 6M | +3.7% | +25.2% | -21.5% | +0.4% |
| YTD | -3.0% | +73.4% | -76.4% | -9.5% |
| 1Y | +2.5% | +160.5% | -158.0% | -9.1% |
| 3Y | +26.5% | +347.3% | -320.8% | +1.2% |
| 5Y | -18.3% | +1,049.0% | -1,067.2% | -42.9% |
| All | -18.3% | +1,021.8% | -1,040.0% | -42.9% |
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