-78.0%
PATH vs MTUM
+90.1%
-168.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.8% | -18.4% | -18.5% |
| 7D | -16.3% | +1.7% | -18.0% | -18.1% |
| 30D | +9.9% | -1.7% | +11.6% | +11.1% |
| 3M | +30.2% | -6.3% | +36.5% | +33.0% |
| 6M | +37.2% | +21.8% | +15.4% | -2.8% |
| YTD | -7.3% | +22.0% | -29.4% | -35.0% |
| 1Y | +40.0% | +25.3% | +14.7% | -4.6% |
| 3Y | -4.4% | +112.1% | -116.6% | -70.6% |
| 5Y | -76.0% | +76.2% | -152.3% | -90.1% |
| All | -78.0% | +90.1% | -168.1% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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