+302.3%
MDT vs ATI
+1,117.2%
-814.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.8% | +0.7% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +9.5% | +2.7% | +6.8% | +8.9% |
| 3M | +16.0% | +16.3% | -0.3% | +12.9% |
| 6M | +0.2% | +30.2% | -30.0% | -4.3% |
| YTD | -0.3% | +83.6% | -83.8% | -9.5% |
| 1Y | +4.7% | +173.0% | -168.3% | -10.6% |
| 3Y | +26.5% | +356.6% | -330.1% | -2.6% |
| 5Y | -18.2% | +1,074.2% | -1,092.4% | -46.5% |
| 10Y | +40.0% | +1,136.2% | -1,096.2% | -17.7% |
| All | +302.3% | +1,117.2% | -814.8% | +107.4% |
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 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