-75.7%
PATH vs MDT
-17.7%
-58.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.8% | -17.3% |
| 7D | -16.3% | +3.2% | -19.5% | -17.9% |
| 30D | +9.9% | +9.5% | +0.4% | +3.9% |
| 3M | +30.2% | +16.0% | +14.2% | +18.8% |
| 6M | +37.2% | +0.2% | +37.0% | +36.3% |
| YTD | -7.3% | -0.3% | -7.0% | -7.9% |
| 1Y | +40.0% | +4.7% | +35.3% | +34.1% |
| 3Y | -4.4% | +26.5% | -30.9% | -22.4% |
| All | -75.7% | -17.7% | -58.0% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling