-5.3%
PATH vs MXL
+276.5%
-281.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -11.1% | +14.0% | +2.8% |
| 7D | -4.8% | -24.3% | +19.5% | -5.0% |
| 30D | +2.7% | -46.1% | +48.8% | +2.1% |
| 3M | -4.2% | -21.8% | +17.6% | -4.1% |
| 6M | +24.7% | -27.2% | +52.0% | +23.2% |
| YTD | -17.6% | +226.2% | -243.7% | -34.5% |
| 1Y | -5.3% | +297.0% | -302.3% | -30.0% |
| All | -5.3% | +276.5% | -281.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling