-81.1%
PATH vs MO
+150.2%
-231.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.7% |
| 7D | -5.6% | +1.1% | -6.7% | -5.5% |
| 30D | -0.7% | +13.2% | -13.9% | +0.4% |
| 3M | -5.9% | +15.2% | -21.0% | -4.7% |
| 6M | +21.6% | +9.9% | +11.7% | +23.0% |
| YTD | -20.6% | +41.1% | -61.7% | -18.6% |
| 1Y | -10.6% | +44.9% | -55.5% | -8.4% |
| 3Y | -24.9% | +138.2% | -163.1% | -28.6% |
| 5Y | -76.8% | +152.0% | -228.9% | -76.9% |
| All | -81.1% | +150.2% | -231.3% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling