+349.5%
MTUM vs ATI
+1,154.1%
-804.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -5.6% | +6.4% | +1.8% |
| 30D | -2.4% | -13.7% | +11.3% | +0.3% |
| 3M | -3.6% | -0.4% | -3.3% | -3.7% |
| 6M | +23.7% | +26.2% | -2.6% | +18.1% |
| YTD | +22.9% | +73.2% | -50.3% | +10.9% |
| 1Y | +21.8% | +161.6% | -139.8% | +1.9% |
| 3Y | +114.4% | +346.2% | -231.7% | +60.1% |
| 5Y | +79.6% | +1,047.6% | -968.1% | +13.0% |
| All | +349.5% | +1,154.1% | -804.6% | +164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling