-81.0%
PATH vs MCHP
-6.8%
-74.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.7% | -4.3% | +5.0% | +2.3% |
| 30D | -1.1% | -16.3% | +15.2% | +5.9% |
| 3M | -14.2% | -21.4% | +7.2% | -6.1% |
| 6M | +30.9% | -35.8% | +66.6% | +52.4% |
| YTD | -20.1% | -0.9% | -19.2% | -29.9% |
| 1Y | -8.1% | +14.5% | -22.6% | -26.3% |
| 3Y | -24.3% | -13.7% | -10.6% | -35.3% |
| 5Y | -75.6% | -16.9% | -58.7% | -79.3% |
| All | -81.0% | -6.8% | -74.3% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling