+14.6%
MMM vs ATI
+87.1%
-72.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | +0.9% |
| 7D | +5.8% | +6.0% | -0.2% | +4.6% |
| 30D | +17.9% | -3.6% | +21.6% | +18.4% |
| 3M | +3.6% | -18.9% | +22.5% | +8.1% |
| 6M | +32.9% | +16.7% | +16.2% | +25.0% |
| YTD | +19.5% | +61.1% | -41.6% | +3.0% |
| All | +14.6% | +87.1% | -72.5% | -5.0% |
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