-77.1%
PATH vs MAR
+173.3%
-250.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -3.0% |
| 7D | -2.3% | +2.9% | -5.1% | -4.2% |
| 30D | -4.8% | +17.0% | -21.9% | -14.8% |
| 3M | -17.7% | +23.2% | -40.9% | -29.2% |
| 6M | +18.9% | +21.7% | -2.8% | +1.7% |
| YTD | -21.7% | +38.9% | -60.6% | -41.0% |
| 1Y | -9.6% | +48.7% | -58.3% | -36.4% |
| 3Y | -25.8% | +122.9% | -148.7% | -64.7% |
| 5Y | -77.1% | +177.5% | -254.6% | -90.9% |
| All | -77.1% | +173.3% | -250.3% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling