-81.2%
PATH vs MTB
+73.4%
-154.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -5.3% | -1.3% | -4.0% | -4.7% |
| 30D | -0.5% | +0.5% | -1.1% | -0.8% |
| 3M | -7.1% | -12.4% | +5.2% | -1.1% |
| 6M | +23.8% | +1.5% | +22.3% | +22.2% |
| YTD | -20.7% | +10.3% | -31.0% | -25.6% |
| 1Y | -8.1% | +22.2% | -30.3% | -18.3% |
| 3Y | -21.8% | +96.9% | -118.8% | -46.7% |
| 5Y | -76.8% | +64.3% | -141.1% | -81.8% |
| All | -81.2% | +73.4% | -154.6% | -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