-78.0%
PATH vs MTZ
+139.0%
-217.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.1% | -18.7% | -17.3% |
| 7D | -16.3% | -1.6% | -14.7% | -16.0% |
| 30D | +9.9% | -11.1% | +21.0% | +13.4% |
| 3M | +30.2% | -36.7% | +66.9% | +44.8% |
| 6M | +37.2% | -21.9% | +59.2% | +37.0% |
| YTD | -7.3% | +9.1% | -16.4% | -20.1% |
| 1Y | +40.0% | +30.0% | +10.0% | +11.5% |
| 3Y | -4.4% | +138.5% | -142.9% | -45.8% |
| 5Y | -76.0% | +158.3% | -234.4% | -87.8% |
| All | -78.0% | +139.0% | -217.0% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling