-75.7%
PATH vs MGY
+89.2%
-164.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -16.2% |
| 7D | -16.3% | +2.1% | -18.4% | -16.8% |
| 30D | +9.9% | +13.8% | -3.9% | +5.7% |
| 3M | +30.2% | -4.3% | +34.4% | +31.0% |
| 6M | +37.2% | -5.1% | +42.3% | +37.8% |
| YTD | -7.3% | +24.8% | -32.1% | -15.2% |
| 1Y | +40.0% | +11.8% | +28.2% | +32.3% |
| 3Y | -4.4% | +23.5% | -27.9% | -14.8% |
| All | -75.7% | +89.2% | -164.8% | -80.3% |
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