-81.0%
PATH vs MDY
+47.8%
-128.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +1.5% |
| 7D | +0.7% | +3.0% | -2.3% | -4.0% |
| 30D | -1.1% | +0.8% | -1.9% | -2.7% |
| 3M | -14.2% | -5.1% | -9.0% | -7.3% |
| 6M | +30.9% | +1.2% | +29.7% | +27.1% |
| YTD | -20.1% | +12.5% | -32.5% | -35.6% |
| 1Y | -8.1% | +13.8% | -21.8% | -27.2% |
| 3Y | -24.3% | +56.4% | -80.7% | -65.0% |
| 5Y | -75.6% | +35.3% | -110.9% | -85.5% |
| All | -81.0% | +47.8% | -128.9% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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