+1,173.1%
MRVL vs ATI
+961.4%
+211.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.7% | -1.0% | -3.4% |
| 7D | +11.0% | +4.2% | +6.9% | +9.7% |
| 30D | -36.1% | -2.5% | -33.6% | -35.6% |
| 3M | -29.4% | -19.4% | -10.0% | -24.3% |
| 6M | -11.9% | +11.1% | -22.9% | -14.1% |
| YTD | +84.8% | +59.5% | +25.2% | +60.9% |
| 1Y | +79.4% | +85.8% | -6.3% | +49.1% |
| 3Y | +195.7% | +311.9% | -116.2% | +92.5% |
| 5Y | +117.2% | +963.2% | -846.1% | +12.3% |
| All | +1,173.1% | +961.4% | +211.8% | +524.7% |
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