-18.8%
PATH vs MLM
+27.5%
-46.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.0% |
| 7D | -4.8% | +9.1% | -13.9% | -8.2% |
| 30D | +2.7% | +14.6% | -12.0% | -3.1% |
| 3M | -4.2% | +0.3% | -4.5% | -4.5% |
| 6M | +24.7% | -7.5% | +32.2% | +27.6% |
| YTD | -17.6% | -10.2% | -7.3% | -15.4% |
| 1Y | -5.3% | -10.5% | +5.2% | -2.8% |
| All | -18.8% | +27.5% | -46.3% | -41.7% |
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