+297.0%
MXL vs ATI
+86.4%
+210.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.7% | -10.4% | -10.6% |
| 7D | -24.3% | +8.3% | -32.7% | -29.4% |
| 30D | -46.1% | -7.3% | -38.9% | -42.6% |
| 3M | -21.8% | -10.5% | -11.3% | -13.6% |
| 6M | -27.2% | +16.4% | -43.6% | -24.6% |
| YTD | +226.2% | +56.1% | +170.1% | +189.3% |
| 1Y | +297.0% | +86.5% | +210.5% | +224.6% |
| All | +297.0% | +86.4% | +210.6% | +224.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling