+40.0%
PATH vs MAR
+27.3%
+12.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.6% |
| 7D | -16.3% | -4.2% | -12.2% | -17.0% |
| 30D | +9.9% | -6.7% | +16.6% | +8.5% |
| 3M | +30.2% | -12.5% | +42.6% | +27.6% |
| 6M | +37.2% | +0.6% | +36.6% | +37.3% |
| YTD | -7.3% | +9.1% | -16.4% | -3.3% |
| 1Y | +40.0% | +26.2% | +13.8% | +53.5% |
| All | +40.0% | +27.3% | +12.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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