-80.8%
PATH vs MAR
+211.5%
-292.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +2.1% | +1.6% | +0.5% | +1.0% |
| 30D | +1.6% | +13.8% | -12.2% | -6.8% |
| 3M | -20.4% | +20.3% | -40.7% | -29.9% |
| 6M | +40.1% | +21.3% | +18.8% | +21.1% |
| YTD | -19.0% | +37.2% | -56.2% | -37.4% |
| 1Y | -5.8% | +48.4% | -54.3% | -32.3% |
| 3Y | -22.9% | +120.1% | -143.1% | -60.6% |
| 5Y | -75.3% | +182.1% | -257.4% | -89.2% |
| All | -80.8% | +211.5% | -292.3% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling