-81.2%
PATH vs MMM
+35.0%
-116.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -5.3% | +6.2% | -11.5% | -7.8% |
| 30D | -0.5% | +14.2% | -14.7% | -6.2% |
| 3M | -7.1% | +2.9% | -10.0% | -8.7% |
| 6M | +23.8% | +27.6% | -3.7% | +10.2% |
| YTD | -20.7% | +17.3% | -38.0% | -27.2% |
| 1Y | -8.1% | +15.1% | -23.1% | -15.2% |
| 3Y | -21.8% | +157.1% | -178.9% | -56.2% |
| 5Y | -76.8% | +45.1% | -122.0% | -83.2% |
| All | -81.2% | +35.0% | -116.2% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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