-76.5%
PATH vs MP
+2.3%
-78.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.1% | +8.0% | +4.2% |
| 7D | -4.8% | -12.5% | +7.8% | -1.7% |
| 30D | +2.7% | -23.3% | +26.0% | +9.3% |
| 3M | -4.2% | -24.4% | +20.2% | +1.8% |
| 6M | +24.7% | -45.8% | +70.5% | +41.8% |
| YTD | -17.6% | -28.9% | +11.3% | -14.9% |
| 1Y | -5.3% | -34.6% | +29.3% | -0.7% |
| 3Y | -22.0% | +118.7% | -140.7% | -58.5% |
| 5Y | -76.5% | -3.1% | -73.5% | -81.9% |
| All | -76.5% | +2.3% | -78.8% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling