+811.4%
MU vs PATH
-79.4%
+890.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.4% |
| 6M | +38.0% | +24.7% | +13.2% | +27.2% |
| YTD | +178.8% | -17.6% | +196.4% | +179.6% |
| 1Y | +265.1% | -5.3% | +270.5% | +249.7% |
| 3Y | +1,006.2% | -22.0% | +1,028.2% | +939.8% |
| 5Y | +1,027.5% | -76.5% | +1,104.0% | +1,074.0% |
| All | +811.4% | -79.4% | +890.8% | +863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling