-80.4%
PATH vs MLM
+67.6%
-148.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.3% |
| 7D | -4.8% | +9.1% | -13.9% | -10.4% |
| 30D | +2.7% | +14.6% | -12.0% | -6.7% |
| 3M | -4.2% | +0.3% | -4.5% | -5.0% |
| 6M | +24.7% | -7.5% | +32.2% | +28.4% |
| YTD | -17.6% | -10.2% | -7.3% | -15.1% |
| 1Y | -5.3% | -10.5% | +5.2% | -2.4% |
| 3Y | -22.0% | +27.8% | -49.8% | -43.0% |
| 5Y | -76.5% | +38.9% | -115.4% | -85.1% |
| All | -80.4% | +67.6% | -148.0% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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