-76.5%
PATH vs MCD
+25.4%
-101.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +0.1% |
| 7D | -4.8% | +11.9% | -16.7% | -9.4% |
| 30D | +2.7% | +20.2% | -17.6% | -5.4% |
| 3M | -4.2% | +5.2% | -9.4% | -6.6% |
| 6M | +24.7% | 0.0% | +24.7% | +24.0% |
| YTD | -17.6% | -6.5% | -11.1% | -16.1% |
| 1Y | -5.3% | -3.9% | -1.4% | -5.1% |
| 3Y | -22.0% | +12.5% | -34.5% | -31.8% |
| 5Y | -76.5% | +24.2% | -100.7% | -81.5% |
| All | -76.5% | +25.4% | -101.9% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling