+157.1%
MMM vs ATI
+320.9%
-163.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.3% |
| 7D | +6.2% | +6.2% | 0.0% | +4.8% |
| 30D | +14.2% | -7.1% | +21.3% | +15.5% |
| 3M | +2.9% | -21.3% | +24.2% | +7.8% |
| 6M | +27.6% | +6.5% | +21.1% | +24.0% |
| YTD | +17.3% | +53.2% | -35.9% | +4.6% |
| 1Y | +15.1% | +82.7% | -67.6% | -1.4% |
| 3Y | +157.1% | +314.3% | -157.2% | +80.4% |
| All | +157.1% | +320.9% | -163.7% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling