-21.8%
PATH vs MTB
+97.1%
-118.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.6% |
| 7D | -5.6% | -1.9% | -3.7% | -4.7% |
| 30D | -0.7% | +0.5% | -1.2% | -0.9% |
| 3M | -5.9% | -12.2% | +6.3% | +0.1% |
| 6M | +21.6% | +3.4% | +18.2% | +18.8% |
| YTD | -20.6% | +11.3% | -31.9% | -26.3% |
| 1Y | -10.6% | +23.3% | -33.9% | -22.0% |
| All | -21.8% | +97.1% | -118.8% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling