-75.7%
PATH vs MO
+99.6%
-175.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.8% | -16.7% |
| 7D | -16.3% | +0.3% | -16.6% | -16.3% |
| 30D | +9.9% | +0.6% | +9.3% | +10.0% |
| 3M | +30.2% | -1.0% | +31.1% | +30.3% |
| 6M | +37.2% | +4.3% | +32.9% | +38.2% |
| YTD | -7.3% | +23.3% | -30.6% | -6.6% |
| 1Y | +40.0% | +10.5% | +29.5% | +41.6% |
| 3Y | -4.4% | +96.3% | -100.7% | -12.7% |
| All | -75.7% | +99.6% | -175.3% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling