-18.5%
PATH vs MDLN
+13.3%
-31.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -5.3% | +23.4% | -28.7% | -9.8% |
| 30D | -0.5% | +11.8% | -12.4% | -3.0% |
| 3M | -7.1% | +14.9% | -22.0% | -10.1% |
| 6M | +23.8% | -5.6% | +29.5% | +26.7% |
| YTD | -20.7% | -5.6% | -15.1% | -20.6% |
| All | -18.5% | +13.3% | -31.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 3y: compounded portfolio wealth divided by compounded MDLN 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…
3y analysis · Full analysis span regression · 6 months rolling