-75.2%
PATH vs MDY
+34.6%
-109.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.5% |
| 7D | +2.1% | +2.3% | -0.2% | -1.6% |
| 30D | +1.6% | +2.0% | -0.4% | -1.9% |
| 3M | -20.4% | -5.6% | -14.8% | -13.2% |
| 6M | +40.1% | +1.3% | +38.8% | +35.6% |
| YTD | -19.0% | +12.3% | -31.4% | -35.2% |
| 1Y | -5.8% | +15.8% | -21.6% | -28.4% |
| 3Y | -22.9% | +56.5% | -79.4% | -66.2% |
| All | -75.2% | +34.6% | -109.8% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling