+13.7%
PATH vs MULL
+2,561.4%
-2,547.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +11.8% | -28.4% | -17.2% |
| 7D | -16.3% | +17.3% | -33.6% | -17.1% |
| 30D | +9.9% | +23.5% | -13.6% | +8.4% |
| 3M | +30.2% | -24.0% | +54.1% | +27.4% |
| 6M | +37.2% | +276.7% | -239.5% | +10.2% |
| YTD | -7.3% | +565.1% | -572.4% | -33.5% |
| 1Y | +40.0% | +2,802.6% | -2,762.6% | -23.4% |
| All | +13.7% | +2,561.4% | -2,547.7% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling