-2.6%
PATH vs MULL
+879.3%
-881.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -34.2% | +30.5% | -2.0% |
| 7D | -5.6% | -53.1% | +47.5% | -2.5% |
| 30D | -0.7% | -64.1% | +63.4% | +3.6% |
| 3M | -5.9% | -54.6% | +48.7% | -3.4% |
| 6M | +21.6% | -38.7% | +60.3% | +13.1% |
| YTD | -20.6% | +144.7% | -165.4% | -40.8% |
| 1Y | -10.6% | +220.3% | -230.9% | -37.2% |
| All | -2.6% | +879.3% | -881.9% | -49.2% |
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