-16.9%
PATH vs MDLN
+12.8%
-29.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | +1.6% | +9.9% | -8.2% | -0.6% |
| 3M | -20.4% | +10.9% | -31.4% | -22.3% |
| 6M | +40.1% | +2.0% | +38.2% | +40.1% |
| YTD | -19.0% | -6.0% | -13.0% | -18.9% |
| All | -16.9% | +12.8% | -29.6% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling