-18.8%
PATH vs MP
+117.4%
-136.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.1% | +8.0% | +3.6% |
| 7D | -4.8% | -12.5% | +7.8% | -3.0% |
| 30D | +2.7% | -23.3% | +26.0% | +6.4% |
| 3M | -4.2% | -24.4% | +20.2% | -0.8% |
| 6M | +24.7% | -45.8% | +70.5% | +34.4% |
| YTD | -17.6% | -28.9% | +11.3% | -15.5% |
| 1Y | -5.3% | -34.6% | +29.3% | -1.9% |
| All | -18.8% | +117.4% | -136.1% | -47.0% |
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