-80.4%
PATH vs MTB
+78.9%
-159.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.3% |
| 7D | -4.8% | +2.0% | -6.8% | -5.8% |
| 30D | +2.7% | +2.9% | -0.3% | +1.2% |
| 3M | -4.2% | -10.7% | +6.5% | +1.1% |
| 6M | +24.7% | +6.3% | +18.4% | +20.3% |
| YTD | -17.6% | +13.8% | -31.4% | -23.9% |
| 1Y | -5.3% | +27.7% | -33.1% | -17.8% |
| 3Y | -22.0% | +101.1% | -123.1% | -47.4% |
| 5Y | -76.5% | +70.5% | -147.0% | -81.9% |
| All | -80.4% | +78.9% | -159.3% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling