+1,743.1%
MRVL vs ATI
+1,486.6%
+256.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.1% | +6.1% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | +5.9% | +2.7% | +3.2% | +4.8% |
| 3M | -29.3% | +16.3% | -45.7% | -32.2% |
| 6M | +186.5% | +30.2% | +156.3% | +165.7% |
| YTD | +163.4% | +83.6% | +79.9% | +119.6% |
| 1Y | +249.5% | +173.0% | +76.5% | +156.9% |
| 3Y | +289.4% | +356.6% | -67.3% | +142.9% |
| 5Y | +270.2% | +1,074.2% | -803.9% | +72.4% |
| 10Y | +1,748.8% | +1,136.2% | +612.6% | +592.7% |
| All | +1,743.1% | +1,486.6% | +256.4% | +335.0% |
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