+5.4%
MMM vs ATI
+159.9%
-154.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.1% | -5.6% | +3.5% | -0.9% |
| 30D | -9.8% | -13.7% | +3.9% | -7.0% |
| 3M | +4.9% | -0.4% | +5.3% | +4.5% |
| 6M | +7.3% | +26.2% | -18.9% | +0.2% |
| YTD | +4.5% | +73.2% | -68.7% | -8.2% |
| 1Y | +5.4% | +161.6% | -156.2% | -13.7% |
| All | +5.4% | +159.9% | -154.5% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling