-18.8%
PATH vs MCD
+12.4%
-31.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +1.5% |
| 7D | -4.8% | +11.9% | -16.7% | -7.1% |
| 30D | +2.7% | +20.2% | -17.6% | -1.4% |
| 3M | -4.2% | +5.2% | -9.4% | -5.6% |
| 6M | +24.7% | 0.0% | +24.7% | +23.9% |
| YTD | -17.6% | -6.5% | -11.1% | -17.5% |
| 1Y | -5.3% | -3.9% | -1.4% | -5.9% |
| All | -18.8% | +12.4% | -31.2% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling