-80.4%
PATH vs MDB
+11.0%
-91.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.9% |
| 7D | -4.8% | -16.5% | +11.7% | +3.3% |
| 30D | +2.7% | -8.6% | +11.2% | +6.2% |
| 3M | -4.2% | -13.6% | +9.4% | +0.1% |
| 6M | +24.7% | +24.1% | +0.7% | +8.1% |
| YTD | -17.6% | -21.8% | +4.2% | -13.3% |
| 1Y | -5.3% | -7.7% | +2.4% | -9.6% |
| 3Y | -22.0% | -4.3% | -17.7% | -34.9% |
| 5Y | -76.5% | -38.6% | -37.9% | -79.8% |
| All | -80.4% | +11.0% | -91.4% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling