-8.6%
PATH vs MTB
+20.0%
-28.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -2.7% | -2.0% | -0.8% | -2.5% |
| 30D | -1.4% | +0.1% | -1.5% | -1.4% |
| 3M | -16.4% | -12.1% | -4.3% | -15.8% |
| 6M | +23.3% | +7.3% | +16.0% | +23.9% |
| YTD | -19.8% | +11.5% | -31.4% | -20.0% |
| 1Y | -8.6% | +21.3% | -29.8% | -10.6% |
| All | -8.6% | +20.0% | -28.6% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling