+255.6%
MXL vs ATI
+340.4%
-84.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.6% | +7.6% | +6.6% |
| 7D | +15.5% | +3.2% | +12.3% | +14.1% |
| 30D | -11.3% | -9.0% | -2.3% | -7.9% |
| 3M | -16.1% | +15.1% | -31.2% | -19.0% |
| 6M | +323.0% | +38.1% | +284.9% | +279.0% |
| YTD | +281.5% | +80.7% | +200.9% | +210.5% |
| 1Y | +319.3% | +167.5% | +151.8% | +195.4% |
| 3Y | +189.4% | +366.0% | -176.6% | +65.8% |
| 5Y | +26.0% | +1,088.8% | -1,062.8% | -47.9% |
| 10Y | +243.5% | +1,055.0% | -811.5% | +21.7% |
| All | +255.6% | +340.4% | -84.8% | +50.1% |
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