-1.6%
PATH vs MULL
+1,351.1%
-1,352.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +24.0% | -21.6% | +1.2% |
| 7D | -2.7% | -2.5% | -0.2% | -3.1% |
| 30D | -1.4% | -40.1% | +38.7% | +0.3% |
| 3M | -16.4% | -28.2% | +11.8% | -16.3% |
| 6M | +23.3% | -39.6% | +62.8% | +17.7% |
| YTD | -19.8% | +262.6% | -282.5% | -41.4% |
| 1Y | -8.6% | +366.2% | -374.8% | -36.7% |
| All | -1.6% | +1,351.1% | -1,352.8% | -49.8% |
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