-5.3%
PATH vs MCHP
+25.9%
-31.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +3.0% |
| 7D | -4.8% | -5.4% | +0.6% | -4.7% |
| 30D | +2.7% | -7.5% | +10.2% | +2.7% |
| 3M | -4.2% | -6.0% | +1.9% | -4.5% |
| 6M | +24.7% | -20.1% | +44.8% | +24.5% |
| YTD | -17.6% | +20.2% | -37.8% | -28.4% |
| 1Y | -5.3% | +29.9% | -35.3% | -20.0% |
| All | -5.3% | +25.9% | -31.3% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 1y: compounded portfolio wealth divided by compounded MCHP 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…
1y analysis · Full analysis span regression · 6 months rolling