-78.0%
PATH vs MCD
+24.5%
-102.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -16.0% |
| 7D | -16.3% | -2.8% | -13.5% | -15.3% |
| 30D | +9.9% | -6.0% | +15.9% | +12.5% |
| 3M | +30.2% | -5.6% | +35.7% | +32.7% |
| 6M | +37.2% | -21.9% | +59.1% | +51.4% |
| YTD | -7.3% | -14.7% | +7.4% | -2.2% |
| 1Y | +40.0% | -17.3% | +57.3% | +49.8% |
| 3Y | -4.4% | -2.2% | -2.3% | -8.5% |
| 5Y | -76.0% | +20.3% | -96.3% | -79.0% |
| All | -78.0% | +24.5% | -102.5% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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