+690.8%
MU vs PATH
-80.2%
+771.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -22.0% | -5.3% | -16.7% | -21.0% |
| 30D | -36.6% | -0.5% | -36.0% | -36.4% |
| 3M | -21.7% | -7.1% | -14.6% | -21.5% |
| 6M | +3.5% | +23.8% | -20.3% | -4.3% |
| YTD | +141.9% | -20.7% | +162.6% | +144.9% |
| 1Y | +189.8% | -8.1% | +197.9% | +179.5% |
| 3Y | +855.4% | -21.8% | +877.2% | +797.8% |
| 5Y | +869.2% | -76.8% | +946.0% | +915.6% |
| All | +690.8% | -80.2% | +771.0% | +744.0% |
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