+29.4%
MMM vs ATI
+1,074.8%
-1,045.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | -0.5% |
| 7D | -3.3% | -0.1% | -3.3% | -3.3% |
| 30D | -7.0% | +2.7% | -9.7% | -7.8% |
| 3M | +10.8% | +16.3% | -5.5% | +6.4% |
| 6M | +5.8% | +30.2% | -24.4% | -1.5% |
| YTD | +6.8% | +83.6% | -76.8% | -8.2% |
| 1Y | +10.4% | +173.0% | -162.6% | -13.9% |
| 3Y | +104.7% | +356.6% | -252.0% | +35.9% |
| All | +29.4% | +1,074.8% | -1,045.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling