-2.7%
PATH vs MULL
+968.6%
-971.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.1% | -9.2% | -0.5% |
| 7D | -5.3% | -42.7% | +37.4% | -3.2% |
| 30D | -0.5% | -63.8% | +63.2% | +3.7% |
| 3M | -7.1% | -49.0% | +41.9% | -5.3% |
| 6M | +23.8% | -38.2% | +62.0% | +15.7% |
| YTD | -20.7% | +167.0% | -187.7% | -41.1% |
| 1Y | -8.1% | +247.7% | -255.8% | -35.7% |
| All | -2.7% | +968.6% | -971.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling