-80.8%
PATH vs MXL
+59.4%
-140.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.3% |
| 7D | +2.1% | +13.4% | -11.3% | -0.6% |
| 30D | +1.6% | -29.2% | +30.8% | +6.5% |
| 3M | -20.4% | -27.2% | +6.8% | -19.4% |
| 6M | +40.1% | -36.4% | +76.5% | +36.8% |
| YTD | -19.0% | +220.0% | -239.1% | -56.8% |
| 1Y | -5.8% | +304.8% | -310.6% | -53.7% |
| 3Y | -22.9% | +238.5% | -261.4% | -68.1% |
| 5Y | -75.3% | -18.8% | -56.5% | -80.6% |
| All | -80.8% | +59.4% | -140.2% | -88.5% |
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