-77.0%
PATH vs MKTX
-54.9%
-22.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | -0.5% | +0.9% | -1.4% | -0.9% |
| 3M | -7.1% | +2.3% | -9.5% | -8.0% |
| 6M | +23.8% | +12.4% | +11.4% | +16.6% |
| YTD | -20.7% | -7.3% | -13.4% | -18.9% |
| 1Y | -8.1% | +1.8% | -9.9% | -10.0% |
| 3Y | -21.8% | -21.2% | -0.6% | -21.7% |
| All | -77.0% | -54.9% | -22.1% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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