-81.0%
PATH vs MCHP
-6.7%
-74.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.0% |
| 7D | -2.7% | -17.5% | +14.8% | +5.4% |
| 30D | -1.4% | -15.8% | +14.5% | +5.4% |
| 3M | -16.4% | -22.9% | +6.4% | -7.7% |
| 6M | +23.3% | -36.6% | +59.8% | +44.6% |
| YTD | -19.8% | -0.8% | -19.0% | -29.8% |
| 1Y | -8.6% | +16.5% | -25.1% | -27.4% |
| 3Y | -24.0% | -13.6% | -10.4% | -35.1% |
| 5Y | -77.1% | -17.0% | -60.1% | -80.6% |
| All | -81.0% | -6.7% | -74.3% | -84.7% |
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