-78.0%
PATH vs MP
+101.0%
-179.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.4% | -18.0% | -17.0% |
| 7D | -16.3% | -2.9% | -13.5% | -15.8% |
| 30D | +9.9% | +13.8% | -3.9% | +5.9% |
| 3M | +30.2% | -16.7% | +46.9% | +34.5% |
| 6M | +37.2% | -11.5% | +48.7% | +36.9% |
| YTD | -7.3% | +7.9% | -15.3% | -13.4% |
| 1Y | +40.0% | -15.0% | +55.0% | +35.2% |
| 3Y | -4.4% | +153.5% | -157.9% | -47.3% |
| 5Y | -76.0% | +58.7% | -134.7% | -84.3% |
| All | -78.0% | +101.0% | -179.0% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling