+76.3%
MMM vs ATI
+961.4%
-885.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.3% |
| 7D | -0.4% | +4.2% | -4.5% | -1.2% |
| 30D | +12.1% | -2.5% | +14.7% | +12.3% |
| 3M | +1.4% | -19.4% | +20.8% | +5.1% |
| 6M | +26.6% | +11.1% | +15.5% | +22.7% |
| YTD | +16.8% | +59.5% | -42.7% | +5.3% |
| 1Y | +10.1% | +85.8% | -75.7% | -3.7% |
| 3Y | +158.4% | +311.9% | -153.5% | +88.6% |
| 5Y | +43.1% | +963.2% | -920.2% | -13.2% |
| All | +76.3% | +961.4% | -885.1% | +2.3% |
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