-81.2%
PATH vs MCHP
-7.6%
-73.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -2.6% |
| 7D | -2.7% | -19.2% | +16.5% | +6.3% |
| 30D | -3.7% | -18.6% | +14.9% | +4.5% |
| 3M | -13.8% | -26.9% | +13.2% | -2.4% |
| 6M | +20.3% | -37.2% | +57.5% | +41.9% |
| YTD | -20.8% | -1.8% | -19.0% | -30.3% |
| 1Y | -9.2% | +12.1% | -21.4% | -26.4% |
| 3Y | -21.8% | -10.0% | -11.8% | -35.8% |
| 5Y | -77.4% | -17.3% | -60.1% | -80.8% |
| All | -81.2% | -7.6% | -73.6% | -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