-21.8%
PATH vs MTZ
+208.1%
-229.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.5% | -2.8% |
| 7D | -5.6% | -10.6% | +5.0% | -4.3% |
| 30D | -0.7% | -30.4% | +29.7% | +5.3% |
| 3M | -5.9% | -40.4% | +34.6% | +2.3% |
| 6M | +21.6% | -63.7% | +85.3% | +45.7% |
| YTD | -20.6% | -26.9% | +6.3% | -28.5% |
| 1Y | -10.6% | -20.2% | +9.6% | -22.4% |
| All | -21.8% | +208.1% | -229.9% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 3y: compounded portfolio wealth divided by compounded MTZ 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…
3y analysis · Full analysis span regression · 6 months rolling