-78.0%
PATH vs MDY
+51.4%
-129.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.8% |
| 7D | -16.3% | +0.1% | -16.4% | -16.5% |
| 30D | +9.9% | -1.5% | +11.4% | +12.5% |
| 3M | +30.2% | +0.8% | +29.4% | +28.2% |
| 6M | +37.2% | +7.4% | +29.8% | +20.2% |
| YTD | -7.3% | +15.2% | -22.5% | -27.7% |
| 1Y | +40.0% | +16.5% | +23.5% | +7.6% |
| 3Y | -4.4% | +46.8% | -51.2% | -50.1% |
| 5Y | -76.0% | +46.0% | -122.1% | -86.8% |
| All | -78.0% | +51.4% | -129.4% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling