-21.8%
PATH vs MTB
+95.2%
-117.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +22.1% |
| YTD | -20.7% | +10.3% | -31.0% | -26.0% |
| 1Y | -8.1% | +22.2% | -30.3% | -19.4% |
| 3Y | -21.8% | +96.9% | -118.8% | -60.0% |
| All | -21.8% | +95.2% | -117.1% | -60.0% |
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