-78.0%
PATH vs MLM
+55.0%
-133.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.8% | -17.4% |
| 7D | -16.3% | -2.9% | -13.4% | -14.8% |
| 30D | +9.9% | -6.8% | +16.7% | +15.0% |
| 3M | +30.2% | -11.2% | +41.4% | +39.0% |
| 6M | +37.2% | -21.8% | +59.1% | +58.2% |
| YTD | -7.3% | -17.0% | +9.7% | +1.1% |
| 1Y | +40.0% | -16.4% | +56.4% | +51.2% |
| 3Y | -4.4% | +14.5% | -18.9% | -24.2% |
| 5Y | -76.0% | +41.7% | -117.8% | -84.5% |
| All | -78.0% | +55.0% | -133.0% | -86.2% |
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