-76.8%
PATH vs MAR
+156.9%
-233.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -2.5% |
| 7D | -5.6% | +4.4% | -10.0% | -8.4% |
| 30D | -0.7% | +15.5% | -16.2% | -10.2% |
| 3M | -5.9% | +15.7% | -21.6% | -15.5% |
| 6M | +21.6% | +18.2% | +3.4% | +6.2% |
| YTD | -20.6% | +35.3% | -55.9% | -39.0% |
| 1Y | -10.6% | +48.6% | -59.2% | -37.3% |
| 3Y | -24.9% | +124.3% | -149.2% | -64.5% |
| 5Y | -76.8% | +159.7% | -236.5% | -90.6% |
| All | -76.8% | +156.9% | -233.8% | -90.6% |
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