-81.2%
PATH vs MXL
+40.6%
-121.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.0% | -11.1% | -2.1% |
| 7D | -5.3% | -27.1% | +21.8% | -0.4% |
| 30D | -0.5% | -54.2% | +53.7% | +13.2% |
| 3M | -7.1% | -29.9% | +22.8% | -5.3% |
| 6M | +23.8% | -39.5% | +63.3% | +20.9% |
| YTD | -20.7% | +182.2% | -202.8% | -56.5% |
| 1Y | -8.1% | +231.8% | -239.9% | -52.4% |
| 3Y | -21.8% | +195.9% | -217.7% | -66.6% |
| 5Y | -76.8% | -27.3% | -49.6% | -81.4% |
| All | -81.2% | +40.6% | -121.7% | -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