-6.1%
PATH vs MOD
+300.6%
-306.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.3% | -20.9% | -17.2% |
| 7D | -16.3% | +9.6% | -25.9% | -17.5% |
| 30D | +9.9% | 0.0% | +9.9% | +9.7% |
| 3M | +30.2% | -35.4% | +65.5% | +37.4% |
| 6M | +37.2% | -7.3% | +44.5% | +32.8% |
| YTD | -7.3% | +45.8% | -53.1% | -20.7% |
| 1Y | +40.0% | +43.1% | -3.1% | +18.7% |
| All | -6.1% | +300.6% | -306.7% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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