+864.9%
MMM vs ATI
+915.7%
-50.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.2% |
| 7D | +6.2% | +6.2% | 0.0% | +4.9% |
| 30D | +14.2% | -7.1% | +21.3% | +15.4% |
| 3M | +2.9% | -21.3% | +24.2% | +7.1% |
| 6M | +27.6% | +6.5% | +21.1% | +24.7% |
| YTD | +17.3% | +53.2% | -35.9% | +6.7% |
| 1Y | +15.1% | +82.7% | -67.6% | +1.1% |
| 3Y | +157.1% | +314.3% | -157.2% | +88.2% |
| 5Y | +45.1% | +890.9% | -845.8% | -11.7% |
| 10Y | +83.9% | +1,142.3% | -1,058.5% | -5.5% |
| All | +864.9% | +915.7% | -50.8% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling