-81.0%
PATH vs MTCH
-68.5%
-12.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +0.1% |
| 7D | -2.7% | +3.5% | -6.3% | -4.6% |
| 30D | -1.4% | +0.3% | -1.6% | -2.0% |
| 3M | -16.4% | +13.7% | -30.1% | -22.7% |
| 6M | +23.3% | +17.6% | +5.7% | +11.8% |
| YTD | -19.8% | +31.8% | -51.7% | -31.9% |
| 1Y | -8.6% | +29.2% | -37.8% | -21.3% |
| 3Y | -24.0% | +46.7% | -70.8% | -43.7% |
| 5Y | -77.1% | -70.9% | -6.2% | -61.0% |
| All | -81.0% | -68.5% | -12.5% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling