-19.1%
MXL vs ATI
+959.5%
-978.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.7% | -1.7% | -3.1% |
| 7D | +13.4% | +4.2% | +9.3% | +11.2% |
| 30D | -29.2% | -2.5% | -26.7% | -27.2% |
| 3M | -27.2% | -19.4% | -7.8% | -16.0% |
| 6M | -36.4% | +11.1% | -47.5% | -37.2% |
| YTD | +220.0% | +59.5% | +160.5% | +157.0% |
| 1Y | +304.8% | +85.8% | +219.0% | +199.0% |
| 3Y | +238.5% | +311.9% | -73.4% | +58.9% |
| All | -19.1% | +959.5% | -978.6% | -73.3% |
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