+652.3%
MU vs PATH
-80.1%
+732.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.7% | -13.8% | -16.7% |
| 7D | -29.7% | -5.6% | -24.2% | -28.8% |
| 30D | -37.2% | -0.7% | -36.5% | -37.0% |
| 3M | -26.5% | -5.9% | -20.6% | -26.6% |
| 6M | +2.6% | +21.6% | -19.0% | -4.8% |
| YTD | +130.1% | -20.6% | +150.8% | +133.0% |
| 1Y | +176.7% | -10.6% | +187.3% | +168.7% |
| 3Y | +813.1% | -24.9% | +838.0% | +766.3% |
| 5Y | +822.0% | -76.8% | +898.8% | +866.0% |
| All | +652.3% | -80.1% | +732.4% | +702.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 10y: compounded portfolio wealth divided by compounded PATH 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…
10y analysis · Full analysis span regression · 6 months rolling