-75.2%
PATH vs MXL
-19.3%
-56.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.3% |
| 7D | +2.1% | +13.4% | -11.3% | -0.5% |
| 30D | +1.6% | -29.2% | +30.8% | +6.4% |
| 3M | -20.4% | -27.2% | +6.8% | -19.4% |
| 6M | +40.1% | -36.4% | +76.5% | +36.9% |
| YTD | -19.0% | +220.0% | -239.1% | -56.4% |
| 1Y | -5.8% | +304.8% | -310.6% | -53.4% |
| 3Y | -22.9% | +238.5% | -261.4% | -68.2% |
| All | -75.2% | -19.3% | -56.0% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling