-21.8%
PATH vs MO
+137.8%
-159.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.8% |
| 7D | -5.6% | +1.1% | -6.7% | -5.4% |
| 30D | -0.7% | +13.2% | -13.9% | +2.2% |
| 3M | -5.9% | +15.2% | -21.0% | -2.8% |
| 6M | +21.6% | +9.9% | +11.7% | +25.2% |
| YTD | -20.6% | +41.1% | -61.7% | -13.3% |
| 1Y | -10.6% | +44.9% | -55.5% | -2.1% |
| All | -21.8% | +137.8% | -159.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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