-76.8%
PATH vs MMM
+46.9%
-123.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.3% |
| 7D | -5.6% | +5.9% | -11.5% | -8.0% |
| 30D | -0.7% | +14.7% | -15.4% | -6.7% |
| 3M | -5.9% | +3.6% | -9.4% | -7.7% |
| 6M | +21.6% | +32.7% | -11.1% | +5.7% |
| YTD | -20.6% | +18.9% | -39.6% | -27.9% |
| 1Y | -10.6% | +16.4% | -27.0% | -18.2% |
| 3Y | -24.9% | +159.8% | -184.7% | -59.9% |
| 5Y | -76.8% | +47.2% | -124.0% | -83.3% |
| All | -76.8% | +46.9% | -123.7% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling