+364.9%
MXL vs ATI
+159.9%
+205.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.7% | +7.6% |
| 7D | +18.9% | -5.6% | +24.5% | +23.4% |
| 30D | +0.3% | -13.7% | +14.1% | +10.9% |
| 3M | -8.0% | -0.4% | -7.7% | -6.4% |
| 6M | +341.2% | +26.2% | +315.0% | +310.2% |
| YTD | +327.8% | +73.2% | +254.6% | +236.1% |
| 1Y | +364.9% | +161.6% | +203.3% | +189.6% |
| All | +364.9% | +159.9% | +205.0% | +189.6% |
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