+303.5%
MXL vs ATI
+176.2%
+127.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +3.6% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | -7.0% | +2.7% | -9.7% | -7.8% |
| 3M | -33.4% | +16.3% | -49.7% | -36.6% |
| 6M | +260.2% | +30.2% | +230.0% | +228.1% |
| YTD | +260.0% | +83.6% | +176.4% | +176.7% |
| 1Y | +303.5% | +173.0% | +130.5% | +155.6% |
| All | +303.5% | +176.2% | +127.2% | +155.6% |
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