-80.8%
PATH vs MET
+99.5%
-180.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +2.1% | +4.5% | -2.4% | -0.4% |
| 30D | +1.6% | +3.5% | -1.9% | -0.5% |
| 3M | -20.4% | +5.9% | -26.4% | -23.0% |
| 6M | +40.1% | +33.1% | +7.1% | +19.0% |
| YTD | -19.0% | +33.6% | -52.6% | -32.0% |
| 1Y | -5.8% | +32.7% | -38.5% | -20.6% |
| 3Y | -22.9% | +85.0% | -108.0% | -47.9% |
| 5Y | -75.3% | +85.6% | -160.9% | -82.5% |
| All | -80.8% | +99.5% | -180.3% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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