-81.0%
PATH vs MXL
+71.3%
-152.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.4% | -9.0% | +0.3% |
| 7D | -2.7% | +5.5% | -8.2% | -4.5% |
| 30D | -1.4% | -32.6% | +31.3% | +4.4% |
| 3M | -16.4% | -13.1% | -3.3% | -18.2% |
| 6M | +23.3% | -41.4% | +64.6% | +23.5% |
| YTD | -19.8% | +243.9% | -263.8% | -57.7% |
| 1Y | -8.6% | +305.1% | -313.6% | -54.5% |
| 3Y | -24.0% | +260.1% | -284.1% | -68.8% |
| 5Y | -77.1% | -12.1% | -65.1% | -82.3% |
| All | -81.0% | +71.3% | -152.3% | -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