-6.1%
PATH vs MXL
+163.1%
-169.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.5% | -22.2% | -17.2% |
| 7D | -16.3% | +1.6% | -17.9% | -16.6% |
| 30D | +9.9% | -7.0% | +16.9% | +10.1% |
| 3M | +30.2% | -33.4% | +63.6% | +31.7% |
| 6M | +37.2% | +260.2% | -222.9% | -3.4% |
| YTD | -7.3% | +260.0% | -267.3% | -35.3% |
| 1Y | +40.0% | +303.5% | -263.5% | -5.1% |
| All | -6.1% | +163.1% | -169.2% | -41.8% |
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 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