-81.2%
PATH vs MTUM
+59.4%
-140.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -1.8% |
| 7D | -5.3% | -10.2% | +4.9% | +4.5% |
| 30D | -0.5% | -20.9% | +20.4% | +23.8% |
| 3M | -7.1% | -17.1% | +9.9% | +9.0% |
| 6M | +23.8% | -14.5% | +38.3% | +31.4% |
| YTD | -20.7% | +2.3% | -23.0% | -35.0% |
| 1Y | -8.1% | +4.0% | -12.0% | -26.3% |
| 3Y | -21.8% | +80.7% | -102.5% | -72.7% |
| 5Y | -76.8% | +40.1% | -116.9% | -88.2% |
| All | -81.2% | +59.4% | -140.5% | -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