+53.8%
MMM vs ATI
+1,051.1%
-997.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -1.6% | +3.2% | -4.8% | -2.2% |
| 30D | -8.0% | -9.0% | +1.0% | -6.4% |
| 3M | +9.4% | +15.1% | -5.7% | +6.0% |
| 6M | +10.2% | +38.1% | -27.9% | +2.8% |
| YTD | +6.1% | +80.7% | -74.5% | -6.1% |
| 1Y | +10.8% | +167.5% | -156.7% | -9.4% |
| 3Y | +104.8% | +366.0% | -261.2% | +46.8% |
| 5Y | +27.0% | +1,088.8% | -1,061.7% | -24.2% |
| 10Y | +53.8% | +1,055.0% | -1,001.2% | -13.4% |
| All | +53.8% | +1,051.1% | -997.4% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling