-77.4%
PATH vs MTZ
+90.6%
-168.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.6% | -8.7% | -2.5% |
| 7D | -2.7% | -2.4% | -0.3% | -2.9% |
| 30D | -3.7% | -11.1% | +7.4% | -1.5% |
| 3M | -13.8% | -30.6% | +16.9% | -5.9% |
| 6M | +20.3% | -54.4% | +74.7% | +45.3% |
| YTD | -20.8% | -13.0% | -7.8% | -28.9% |
| 1Y | -9.2% | -5.7% | -3.5% | -21.6% |
| 3Y | -21.8% | +297.2% | -318.9% | -68.0% |
| 5Y | -77.4% | +95.9% | -173.3% | -88.1% |
| All | -77.4% | +90.6% | -168.0% | -88.1% |
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