+1,064.9%
MU vs PATH
-76.8%
+1,141.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -16.6% | +22.7% | +9.5% |
| 7D | +9.0% | -16.3% | +25.3% | +12.4% |
| 30D | +13.8% | +9.9% | +3.9% | +10.4% |
| 3M | +2.1% | +30.2% | -28.1% | -5.6% |
| 6M | +153.8% | +37.2% | +116.6% | +128.7% |
| YTD | +256.4% | -7.3% | +263.7% | +250.1% |
| 1Y | +719.8% | +40.0% | +679.8% | +605.0% |
| 3Y | +1,360.4% | -4.4% | +1,364.8% | +1,206.8% |
| 5Y | +1,312.4% | -76.0% | +1,388.5% | +1,349.1% |
| All | +1,064.9% | -76.8% | +1,141.8% | +1,106.5% |
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