-81.1%
PATH vs MDY
+43.5%
-124.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | +2.2% |
| 7D | -5.6% | -3.4% | -2.2% | -0.6% |
| 30D | -0.7% | -3.2% | +2.5% | +4.1% |
| 3M | -5.9% | -6.7% | +0.8% | +4.4% |
| 6M | +21.6% | -1.8% | +23.4% | +23.6% |
| YTD | -20.6% | +9.2% | -29.8% | -32.9% |
| 1Y | -10.6% | +11.7% | -22.3% | -27.2% |
| 3Y | -24.9% | +49.5% | -74.4% | -62.5% |
| 5Y | -76.8% | +31.2% | -108.0% | -85.6% |
| All | -81.1% | +43.5% | -124.6% | -88.8% |
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