-21.8%
PATH vs MXL
+160.0%
-181.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -22.1% | +18.4% | -1.8% |
| 7D | -5.6% | -38.1% | +32.5% | -1.9% |
| 30D | -0.7% | -59.5% | +58.8% | +6.7% |
| 3M | -5.9% | -34.3% | +28.5% | -4.4% |
| 6M | +21.6% | -45.8% | +67.3% | +21.3% |
| YTD | -20.6% | +154.2% | -174.8% | -44.0% |
| 1Y | -10.6% | +192.1% | -202.7% | -38.9% |
| All | -21.8% | +160.0% | -181.8% | -58.9% |
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