-81.2%
PATH vs MDT
-6.3%
-74.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.4% |
| 7D | -5.3% | +5.4% | -10.8% | -8.1% |
| 30D | -0.5% | +19.1% | -19.6% | -9.7% |
| 3M | -7.1% | +19.5% | -26.6% | -16.1% |
| 6M | +23.8% | +33.5% | -9.6% | +4.4% |
| YTD | -20.7% | +8.7% | -29.4% | -24.8% |
| 1Y | -8.1% | +16.8% | -24.8% | -16.9% |
| 3Y | -21.8% | +53.0% | -74.8% | -43.0% |
| 5Y | -76.8% | -2.9% | -74.0% | -79.5% |
| All | -81.2% | -6.3% | -74.8% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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