-6.1%
PATH vs MMM
+105.0%
-111.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.7% |
| 7D | -16.3% | -3.3% | -13.0% | -15.5% |
| 30D | +9.9% | -7.0% | +16.9% | +12.3% |
| 3M | +30.2% | +10.8% | +19.3% | +25.9% |
| 6M | +37.2% | +5.8% | +31.4% | +34.4% |
| YTD | -7.3% | +6.8% | -14.1% | -9.8% |
| 1Y | +40.0% | +10.4% | +29.6% | +33.3% |
| All | -6.1% | +105.0% | -111.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling