-6.1%
PATH vs MLM
+15.1%
-21.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.8% | -17.1% |
| 7D | -16.3% | -2.9% | -13.4% | -15.3% |
| 30D | +9.9% | -6.8% | +16.7% | +13.2% |
| 3M | +30.2% | -11.2% | +41.4% | +35.9% |
| 6M | +37.2% | -21.8% | +59.1% | +52.1% |
| YTD | -7.3% | -17.0% | +9.7% | -1.4% |
| 1Y | +40.0% | -16.4% | +56.4% | +47.6% |
| All | -6.1% | +15.1% | -21.3% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling