-21.8%
PATH vs MXL
+188.6%
-210.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.0% | -11.1% | -1.0% |
| 7D | -5.3% | -27.1% | +21.8% | -3.0% |
| 30D | -0.5% | -54.2% | +53.7% | +5.6% |
| 3M | -7.1% | -29.9% | +22.8% | -6.2% |
| 6M | +23.8% | -39.5% | +63.3% | +22.3% |
| YTD | -20.7% | +182.2% | -202.8% | -44.6% |
| 1Y | -8.1% | +231.8% | -239.9% | -38.1% |
| 3Y | -21.8% | +195.9% | -217.7% | -59.3% |
| All | -21.8% | +188.6% | -210.4% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling