-77.0%
PATH vs MTZ
+80.0%
-157.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.5% | -9.6% | -2.7% |
| 7D | -5.3% | -6.4% | +1.1% | -4.4% |
| 30D | -0.5% | -22.1% | +21.5% | +5.6% |
| 3M | -7.1% | -32.7% | +25.5% | +2.1% |
| 6M | +23.8% | -59.8% | +83.6% | +55.6% |
| YTD | -20.7% | -19.9% | -0.8% | -27.1% |
| 1Y | -8.1% | -11.5% | +3.4% | -19.3% |
| 3Y | -21.8% | +258.1% | -279.9% | -66.8% |
| All | -77.0% | +80.0% | -157.0% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling