-21.8%
PATH vs MP
+104.2%
-126.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -2.8% |
| 7D | -5.6% | -19.0% | +13.4% | -2.8% |
| 30D | -0.7% | -30.5% | +29.8% | +4.4% |
| 3M | -5.9% | -29.6% | +23.7% | -1.5% |
| 6M | +21.6% | -50.4% | +72.0% | +32.8% |
| YTD | -20.6% | -33.2% | +12.6% | -17.9% |
| 1Y | -10.6% | -38.6% | +28.0% | -6.5% |
| All | -21.8% | +104.2% | -126.0% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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