-77.0%
PATH vs MGY
+26.0%
-103.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -5.3% | -10.7% | +5.4% | -2.2% |
| 30D | -0.5% | -2.7% | +2.2% | 0.0% |
| 3M | -7.1% | -3.7% | -3.5% | -6.7% |
| 6M | +23.8% | -16.3% | +40.1% | +28.9% |
| YTD | -20.7% | +10.2% | -30.9% | -25.3% |
| 1Y | -8.1% | +13.5% | -21.5% | -14.3% |
| 3Y | -21.8% | +14.6% | -36.5% | -29.2% |
| All | -77.0% | +26.0% | -103.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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