+280.4%
MRVL vs ATI
+1,101.9%
-821.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.7% |
| 7D | +7.1% | +3.2% | +4.0% | +5.5% |
| 30D | +3.1% | -9.0% | +12.1% | +8.0% |
| 3M | -21.9% | +15.1% | -37.0% | -27.1% |
| 6M | +151.8% | +38.1% | +113.7% | +115.6% |
| YTD | +165.6% | +80.7% | +85.0% | +98.6% |
| 1Y | +242.3% | +167.5% | +74.7% | +109.3% |
| 3Y | +308.2% | +366.0% | -57.8% | +85.0% |
| 5Y | +280.4% | +1,088.8% | -808.4% | +29.6% |
| All | +280.4% | +1,101.9% | -821.5% | +29.6% |
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