-6.1%
PATH vs MTB
+109.6%
-115.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | +1.7% | -18.0% | -17.1% |
| 30D | +9.9% | -4.2% | +14.1% | +12.2% |
| 3M | +30.2% | +8.9% | +21.3% | +24.1% |
| 6M | +37.2% | +10.9% | +26.3% | +28.6% |
| YTD | -7.3% | +21.5% | -28.8% | -18.0% |
| 1Y | +40.0% | +21.9% | +18.1% | +23.0% |
| All | -6.1% | +109.6% | -115.8% | -47.9% |
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