-81.2%
PATH vs MXL
+59.8%
-141.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +13.7% | -13.8% | -2.7% |
| 7D | -2.7% | -8.8% | +6.1% | -2.0% |
| 30D | -3.7% | -41.9% | +38.1% | +4.8% |
| 3M | -13.8% | -25.4% | +11.7% | -13.1% |
| 6M | +20.3% | -44.0% | +64.3% | +21.4% |
| YTD | -20.8% | +220.8% | -241.6% | -57.7% |
| 1Y | -9.2% | +278.8% | -288.0% | -54.3% |
| 3Y | -21.8% | +249.4% | -271.2% | -68.1% |
| 5Y | -77.4% | -17.3% | -60.1% | -82.3% |
| All | -81.2% | +59.8% | -141.0% | -88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling