-81.2%
PATH vs MDB
+5.7%
-86.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.3% |
| 7D | -5.3% | -11.4% | +6.1% | 0.0% |
| 30D | -0.5% | -13.8% | +13.3% | +5.7% |
| 3M | -7.1% | -15.5% | +8.3% | -2.1% |
| 6M | +23.8% | +17.9% | +5.9% | +9.7% |
| YTD | -20.7% | -25.5% | +4.8% | -14.7% |
| 1Y | -8.1% | -12.1% | +4.0% | -10.2% |
| 3Y | -21.8% | -5.9% | -16.0% | -34.5% |
| 5Y | -76.8% | -43.7% | -33.2% | -79.3% |
| All | -81.2% | +5.7% | -86.9% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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