-22.9%
PATH vs MCHP
-13.2%
-9.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +2.1% | +5.7% | -3.6% | +0.6% |
| 30D | +1.6% | -13.4% | +15.0% | +4.7% |
| 3M | -20.4% | -20.1% | -0.3% | -16.7% |
| 6M | +40.1% | -35.5% | +75.6% | +52.7% |
| YTD | -19.0% | -1.6% | -17.5% | -25.5% |
| 1Y | -5.8% | +15.5% | -21.3% | -18.4% |
| 3Y | -22.9% | -13.2% | -9.8% | -33.8% |
| All | -22.9% | -13.2% | -9.7% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling