-81.1%
PATH vs MXL
+26.6%
-107.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -22.1% | +18.4% | +0.4% |
| 7D | -5.6% | -38.1% | +32.5% | +2.5% |
| 30D | -0.7% | -59.5% | +58.8% | +15.7% |
| 3M | -5.9% | -34.3% | +28.5% | -2.8% |
| 6M | +21.6% | -45.8% | +67.3% | +21.4% |
| YTD | -20.6% | +154.2% | -174.8% | -55.5% |
| 1Y | -10.6% | +192.1% | -202.7% | -52.4% |
| 3Y | -24.9% | +160.0% | -184.9% | -66.9% |
| 5Y | -76.8% | -34.5% | -42.4% | -81.0% |
| All | -81.1% | +26.6% | -107.8% | -88.2% |
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