+343.1%
MDT vs ATI
+957.9%
-614.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.4% |
| 7D | +1.0% | +4.2% | -3.1% | +0.4% |
| 30D | +9.2% | -2.5% | +11.7% | +9.2% |
| 3M | +14.5% | -19.4% | +33.9% | +17.4% |
| 6M | +37.3% | +11.1% | +26.2% | +33.8% |
| YTD | +9.8% | +59.5% | -49.7% | +1.1% |
| 1Y | +10.5% | +85.8% | -75.2% | -0.5% |
| 3Y | +57.4% | +311.9% | -254.5% | +22.5% |
| 5Y | +1.2% | +963.2% | -962.1% | -33.0% |
| 10Y | +63.2% | +977.6% | -914.4% | -2.1% |
| All | +343.1% | +957.9% | -614.8% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling