-81.0%
PATH vs MTB
+75.1%
-156.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -1.1% | +0.8% | -2.0% | -1.5% |
| 3M | -14.2% | -12.8% | -1.4% | -8.4% |
| 6M | +30.9% | +6.7% | +24.2% | +26.1% |
| YTD | -20.1% | +11.3% | -31.4% | -25.4% |
| 1Y | -8.1% | +20.2% | -28.2% | -17.6% |
| 3Y | -24.3% | +103.8% | -128.0% | -49.3% |
| 5Y | -75.6% | +60.9% | -136.5% | -80.9% |
| All | -81.0% | +75.1% | -156.1% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling