-81.2%
PATH vs MTB
+77.4%
-158.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -1.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.3% |
| 30D | -3.7% | +2.4% | -6.1% | -4.8% |
| 3M | -13.8% | -10.5% | -3.3% | -9.1% |
| 6M | +20.3% | +6.4% | +13.9% | +16.0% |
| YTD | -20.8% | +12.8% | -33.6% | -26.5% |
| 1Y | -9.2% | +23.3% | -32.5% | -19.7% |
| 3Y | -21.8% | +108.2% | -130.0% | -48.1% |
| 5Y | -77.4% | +68.6% | -146.0% | -82.5% |
| All | -81.2% | +77.4% | -158.6% | -85.6% |
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