-75.7%
PATH vs MTB
+101.8%
-177.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.0% |
| 6M | +37.2% | +10.9% | +26.3% | +28.5% |
| YTD | -7.3% | +21.5% | -28.8% | -17.9% |
| 1Y | +40.0% | +21.9% | +18.1% | +23.3% |
| 3Y | -4.4% | +109.2% | -113.7% | -39.7% |
| All | -75.7% | +101.8% | -177.5% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling