+1,027.5%
MU vs PATH
-75.2%
+1,102.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.9% | -9.9% | -7.6% |
| 7D | -19.1% | -4.8% | -14.3% | -18.3% |
| 30D | -25.2% | +2.7% | -27.9% | -25.7% |
| 3M | -10.9% | -4.2% | -6.7% | -11.5% |
| 6M | +38.0% | +24.7% | +13.2% | +26.7% |
| YTD | +178.8% | -17.6% | +196.4% | +179.8% |
| 1Y | +265.1% | -5.3% | +270.5% | +249.0% |
| 3Y | +1,006.2% | -22.0% | +1,028.2% | +934.4% |
| 5Y | +1,027.5% | -76.5% | +1,104.0% | +1,021.0% |
| All | +1,027.5% | -75.2% | +1,102.7% | +1,021.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling