-80.4%
PATH vs MMM
+41.5%
-121.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.5% | -6.7% | -1.1% |
| 7D | -4.8% | +12.2% | -17.0% | -9.5% |
| 30D | +2.7% | +18.8% | -16.2% | -4.8% |
| 3M | -4.2% | +7.4% | -11.5% | -7.4% |
| 6M | +24.7% | +38.3% | -13.6% | +7.2% |
| YTD | -17.6% | +22.9% | -40.4% | -25.8% |
| 1Y | -5.3% | +23.0% | -28.3% | -15.2% |
| 3Y | -22.0% | +168.4% | -190.4% | -57.0% |
| 5Y | -76.5% | +53.0% | -129.5% | -83.3% |
| All | -80.4% | +41.5% | -121.9% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling