-8.1%
PATH vs MMM
+14.8%
-22.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -5.3% | +6.2% | -11.5% | -5.1% |
| 30D | -0.5% | +14.2% | -14.7% | +0.1% |
| 3M | -7.1% | +2.9% | -10.0% | -6.9% |
| 6M | +23.8% | +27.6% | -3.7% | +26.4% |
| YTD | -20.7% | +17.3% | -38.0% | -16.9% |
| 1Y | -8.1% | +15.1% | -23.1% | -2.7% |
| All | -8.1% | +14.8% | -22.9% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling