-81.1%
PATH vs MTZ
+60.1%
-141.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.5% | -2.3% |
| 7D | -5.6% | -10.6% | +5.0% | -3.4% |
| 30D | -0.7% | -30.4% | +29.7% | +8.9% |
| 3M | -5.9% | -40.4% | +34.6% | +7.1% |
| 6M | +21.6% | -63.7% | +85.3% | +56.8% |
| YTD | -20.6% | -26.9% | +6.3% | -24.6% |
| 1Y | -10.6% | -20.2% | +9.6% | -18.4% |
| 3Y | -24.9% | +208.1% | -233.0% | -64.6% |
| 5Y | -76.8% | +69.4% | -146.2% | -86.9% |
| All | -81.1% | +60.1% | -141.3% | -89.0% |
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