-81.4%
PATH vs MXL
+53.8%
-135.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.5% |
| 7D | -2.3% | -15.9% | +13.6% | -0.1% |
| 30D | -4.8% | -44.0% | +39.2% | +4.3% |
| 3M | -17.7% | -21.3% | +3.6% | -18.0% |
| 6M | +18.9% | -46.1% | +65.0% | +20.8% |
| YTD | -21.7% | +208.8% | -230.6% | -57.9% |
| 1Y | -9.6% | +255.5% | -265.2% | -53.8% |
| 3Y | -25.8% | +223.3% | -249.1% | -68.9% |
| 5Y | -77.1% | -18.1% | -59.0% | -82.1% |
| All | -81.4% | +53.8% | -135.2% | -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