-78.0%
PATH vs MGY
+190.5%
-268.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -16.2% |
| 7D | -16.3% | +2.1% | -18.4% | -16.7% |
| 30D | +9.9% | +13.8% | -3.9% | +6.0% |
| 3M | +30.2% | -4.3% | +34.4% | +30.9% |
| 6M | +37.2% | -5.1% | +42.3% | +37.8% |
| YTD | -7.3% | +24.8% | -32.1% | -14.6% |
| 1Y | +40.0% | +11.8% | +28.2% | +33.0% |
| 3Y | -4.4% | +23.5% | -27.9% | -13.8% |
| 5Y | -76.0% | +87.5% | -163.5% | -80.0% |
| All | -78.0% | +190.5% | -268.5% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling