-81.1%
PATH vs MDT
-3.5%
-77.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -5.6% | +8.0% | -13.5% | -9.4% |
| 30D | -0.7% | +20.4% | -21.1% | -10.3% |
| 3M | -5.9% | +22.9% | -28.8% | -16.2% |
| 6M | +21.6% | +37.1% | -15.5% | +1.1% |
| YTD | -20.6% | +11.9% | -32.6% | -25.9% |
| 1Y | -10.6% | +19.8% | -30.4% | -20.2% |
| 3Y | -24.9% | +59.4% | -84.3% | -46.5% |
| 5Y | -76.8% | 0.0% | -76.9% | -79.8% |
| All | -81.1% | -3.5% | -77.6% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling