-78.0%
PATH vs MXL
+79.3%
-157.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.5% | -22.2% | -17.8% |
| 7D | -16.3% | +1.6% | -17.9% | -16.8% |
| 30D | +9.9% | -7.0% | +16.9% | +10.2% |
| 3M | +30.2% | -33.4% | +63.6% | +32.7% |
| 6M | +37.2% | +260.2% | -222.9% | -24.3% |
| YTD | -7.3% | +260.0% | -267.3% | -49.6% |
| 1Y | +40.0% | +303.5% | -263.5% | -27.5% |
| 3Y | -4.4% | +160.4% | -164.8% | -52.1% |
| 5Y | -76.0% | +14.7% | -90.7% | -82.3% |
| All | -78.0% | +79.3% | -157.3% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling