-8.1%
PATH vs MAR
+48.4%
-56.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -5.3% | +4.3% | -9.6% | -4.7% |
| 30D | -0.5% | +16.8% | -17.4% | +1.8% |
| 3M | -7.1% | +16.0% | -23.2% | -5.2% |
| 6M | +23.8% | +16.5% | +7.4% | +26.9% |
| YTD | -20.7% | +35.0% | -55.7% | -13.7% |
| 1Y | -8.1% | +49.4% | -57.4% | +12.9% |
| All | -8.1% | +48.4% | -56.5% | +12.9% |
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